-85.6%
SMR vs CME
+19.8%
-105.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -3.3% |
| 7D | -9.5% | +4.8% | -14.4% | -5.8% |
| 30D | -33.2% | +14.2% | -47.4% | -25.3% |
| 3M | -45.9% | +17.9% | -63.9% | -37.8% |
| 6M | -57.9% | +7.2% | -65.1% | -52.5% |
| YTD | -63.8% | +16.7% | -80.5% | -59.2% |
| 1Y | -85.6% | +19.6% | -105.2% | -83.6% |
| All | -85.6% | +19.8% | -105.4% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling