+19.4%
SPY vs CME
+10.5%
+8.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.7% |
| 7D | +0.5% | -2.9% | +3.4% | +0.3% |
| 30D | -0.9% | +5.5% | -6.5% | -0.4% |
| 3M | +3.9% | +11.0% | -7.1% | +5.0% |
| 6M | +14.5% | -9.7% | +24.2% | +13.6% |
| YTD | +12.9% | +4.9% | +8.1% | +13.3% |
| 1Y | +19.4% | +10.1% | +9.3% | +21.0% |
| All | +19.4% | +10.5% | +8.9% | +21.0% |
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