+7,654.3%
CME vs SPYG
+1,517.6%
+6,136.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +2.7% | +4.2% | -1.5% | -0.7% |
| 30D | +13.5% | -7.4% | +20.9% | +19.8% |
| 3M | +20.9% | -5.3% | +26.2% | +25.0% |
| 6M | +11.5% | -1.2% | +12.7% | +10.1% |
| YTD | +19.5% | +9.0% | +10.5% | +7.5% |
| 1Y | +17.2% | +8.8% | +8.4% | +5.4% |
| 3Y | +65.1% | +92.8% | -27.6% | -17.3% |
| 5Y | +73.1% | +69.3% | +3.8% | -6.9% |
| 10Y | +305.3% | +398.4% | -93.1% | -37.8% |
| All | +7,654.3% | +1,517.6% | +6,136.7% | +284.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling