-81.4%
SMR vs CME
+17.8%
-99.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.1% | -7.7% | -7.9% |
| 7D | +10.3% | +2.7% | +7.6% | +12.8% |
| 30D | -25.7% | +13.5% | -39.2% | -17.7% |
| 3M | -49.7% | +20.9% | -70.6% | -41.6% |
| 6M | -59.8% | +11.5% | -71.3% | -53.7% |
| YTD | -66.0% | +19.5% | -85.5% | -62.5% |
| 1Y | -81.4% | +17.2% | -98.7% | -79.4% |
| All | -81.4% | +17.8% | -99.3% | -79.4% |
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