-3.6%
SMR vs CME
+43.5%
-47.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.6% |
| 7D | +4.4% | -1.6% | +6.0% | +4.1% |
| 30D | +3.4% | +6.2% | -2.8% | +4.6% |
| 3M | -19.2% | +10.4% | -29.6% | -17.4% |
| 6M | -22.6% | -9.5% | -13.1% | -21.5% |
| YTD | -31.5% | +6.0% | -37.6% | -30.5% |
| 1Y | -73.1% | +9.3% | -82.4% | -72.6% |
| 3Y | +55.0% | +57.7% | -2.7% | +52.7% |
| All | -3.6% | +43.5% | -47.1% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling