+1,164.7%
SPY vs CME
+8,132.9%
-6,968.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +0.1% | -0.6% | +0.6% | +0.2% |
| 30D | -3.3% | +8.5% | -11.9% | -5.8% |
| 3M | -2.4% | +16.0% | -18.5% | -7.0% |
| 6M | +2.6% | +9.3% | -6.8% | -1.1% |
| YTD | +11.2% | +15.3% | -4.1% | +5.2% |
| 1Y | +13.4% | +14.4% | -1.0% | +7.4% |
| 3Y | +79.9% | +59.9% | +20.0% | +51.2% |
| 5Y | +72.2% | +69.4% | +2.7% | +40.9% |
| 10Y | +307.3% | +299.5% | +7.8% | +150.1% |
| All | +1,164.7% | +8,132.9% | -6,968.1% | +290.7% |
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 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