+340.4%
CME vs SW
+189.7%
+150.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +1.3% |
| 7D | +4.8% | +12.1% | -7.2% | +4.5% |
| 30D | +14.2% | +6.6% | +7.6% | +13.9% |
| 3M | +17.9% | -6.0% | +23.9% | +18.1% |
| 6M | +7.2% | +21.5% | -14.2% | +6.3% |
| YTD | +16.7% | +20.3% | -3.6% | +15.4% |
| 1Y | +19.6% | +28.1% | -8.6% | +17.9% |
| 3Y | +67.9% | +51.6% | +16.3% | +61.7% |
| 5Y | +72.4% | -0.1% | +72.6% | +67.6% |
| 10Y | +340.4% | +189.7% | +150.7% | +279.3% |
| All | +340.4% | +189.7% | +150.7% | +279.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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