+7.5%
SMR vs CME
+40.8%
-33.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.5% |
| 7D | +13.1% | -0.6% | +13.7% | +12.9% |
| 30D | +17.8% | +4.7% | +13.1% | +18.8% |
| 3M | +8.1% | +7.8% | +0.3% | +10.0% |
| 6M | -11.1% | -11.0% | -0.1% | -10.1% |
| YTD | -23.7% | +4.0% | -27.7% | -22.8% |
| 1Y | -69.4% | +9.1% | -78.5% | -69.0% |
| 3Y | +82.6% | +52.3% | +30.3% | +79.7% |
| All | +7.5% | +40.8% | -33.4% | +5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling