+319.7%
SPY vs CME
+280.6%
+39.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.4% | -0.6% | +0.3% | -0.2% |
| 30D | -1.4% | +4.7% | -6.1% | -2.9% |
| 3M | +3.7% | +7.8% | -4.1% | +0.8% |
| 6M | +13.0% | -11.0% | +24.0% | +16.6% |
| YTD | +12.4% | +4.0% | +8.4% | +9.6% |
| 1Y | +18.5% | +9.1% | +9.4% | +13.3% |
| 3Y | +77.6% | +52.3% | +25.4% | +46.6% |
| 5Y | +81.7% | +76.1% | +5.6% | +39.5% |
| 10Y | +319.7% | +280.6% | +39.1% | +154.7% |
| All | +319.7% | +280.6% | +39.0% | +154.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling