-52.1%
SMR vs CME
+61.7%
-113.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.1% | -7.7% | -7.9% |
| 7D | +10.3% | +2.7% | +7.6% | +11.1% |
| 30D | -25.7% | +13.5% | -39.2% | -23.3% |
| 3M | -49.7% | +20.9% | -70.6% | -47.4% |
| 6M | -59.8% | +11.5% | -71.3% | -57.8% |
| YTD | -66.0% | +19.5% | -85.5% | -64.3% |
| 1Y | -81.4% | +17.2% | -98.7% | -80.5% |
| 3Y | +130.6% | +65.1% | +65.5% | +137.3% |
| All | -52.1% | +61.7% | -113.8% | -51.2% |
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