+11.1%
SMR vs CME
+42.0%
-30.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.1% | +16.3% | +15.0% |
| 7D | +21.4% | -2.9% | +24.3% | +20.8% |
| 30D | +13.8% | +5.5% | +8.3% | +15.1% |
| 3M | +3.9% | +11.0% | -7.1% | +6.1% |
| 6M | -4.2% | -9.7% | +5.5% | -2.9% |
| YTD | -21.1% | +4.9% | -26.0% | -20.0% |
| 1Y | -67.1% | +10.1% | -77.2% | -66.6% |
| 3Y | +88.9% | +53.5% | +35.3% | +86.1% |
| All | +11.1% | +42.0% | -30.8% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling