+149.8%
SMR vs CME
+61.8%
+87.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -3.2% |
| 7D | -2.8% | +1.7% | -4.4% | -1.8% |
| 30D | -27.5% | +10.2% | -37.7% | -23.3% |
| 3M | -43.1% | +17.8% | -60.9% | -37.6% |
| 6M | -58.4% | +11.0% | -69.4% | -54.4% |
| YTD | -63.2% | +17.0% | -80.2% | -58.9% |
| 1Y | -81.6% | +15.8% | -97.4% | -79.6% |
| 3Y | +149.8% | +61.8% | +88.0% | +214.2% |
| All | +149.8% | +61.8% | +87.9% | +214.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling