+1,190.9%
SPY vs CME
+7,469.3%
-6,278.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.1% | -1.6% | +1.7% | +0.6% |
| 30D | +0.1% | +6.2% | -6.2% | -1.8% |
| 3M | +2.0% | +10.4% | -8.4% | -1.5% |
| 6M | +13.0% | -9.5% | +22.5% | +15.6% |
| YTD | +13.5% | +6.0% | +7.5% | +10.4% |
| 1Y | +20.0% | +9.3% | +10.7% | +15.3% |
| 3Y | +77.2% | +57.7% | +19.5% | +49.6% |
| 5Y | +81.9% | +77.7% | +4.2% | +46.7% |
| 10Y | +314.1% | +281.2% | +32.8% | +158.3% |
| All | +1,190.9% | +7,469.3% | -6,278.4% | +310.0% |
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 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