+274.2%
CME vs SU
+267.2%
+7.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -1.6% | +2.2% | -3.8% | -2.0% |
| 30D | +5.6% | +8.4% | -2.8% | +4.0% |
| 3M | +5.6% | +12.1% | -6.5% | +3.3% |
| 6M | -8.3% | +19.7% | -27.9% | -11.5% |
| YTD | +4.3% | +58.4% | -54.1% | -4.3% |
| 1Y | +9.1% | +67.2% | -58.1% | -1.0% |
| 3Y | +52.1% | +125.0% | -73.0% | +28.2% |
| 5Y | +79.7% | +355.1% | -275.4% | +24.4% |
| All | +274.2% | +267.2% | +7.0% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling