+6,620.0%
CME vs SU
+1,470.0%
+5,150.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -2.9% | -1.7% |
| 7D | -1.1% | +1.6% | -2.7% | -1.5% |
| 30D | +4.2% | +10.7% | -6.5% | +1.4% |
| 3M | +7.3% | +13.5% | -6.2% | +3.7% |
| 6M | -11.4% | +21.8% | -33.2% | -16.3% |
| YTD | +3.5% | +58.8% | -55.3% | -8.8% |
| 1Y | +8.6% | +72.0% | -63.4% | -6.5% |
| 3Y | +51.6% | +121.7% | -70.2% | +18.7% |
| 5Y | +75.3% | +350.4% | -275.1% | +7.1% |
| 10Y | +278.8% | +264.7% | +14.1% | +121.5% |
| All | +6,620.0% | +1,470.0% | +5,150.0% | +3,233.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling