-79.9%
SMR vs CME
+18.0%
-97.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +1.9% |
| 7D | +1.9% | +2.5% | -0.5% | +4.0% |
| 30D | -21.9% | +13.9% | -35.9% | -13.2% |
| 3M | -47.1% | +22.4% | -69.5% | -38.1% |
| 6M | -60.6% | +12.9% | -73.5% | -54.6% |
| YTD | -63.1% | +19.6% | -82.7% | -59.2% |
| All | -79.9% | +18.0% | -97.8% | -77.7% |
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