+6,781.2%
CME vs D
+597.4%
+6,183.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | -1.6% | +1.5% | -3.0% | -2.3% |
| 30D | +6.2% | -2.6% | +8.8% | +7.6% |
| 3M | +10.4% | 0.0% | +10.4% | +10.3% |
| 6M | -9.5% | +7.4% | -16.9% | -13.3% |
| YTD | +6.0% | +15.9% | -9.9% | -2.5% |
| 1Y | +9.3% | +18.1% | -8.8% | -0.8% |
| 3Y | +57.7% | +58.4% | -0.7% | +18.1% |
| 5Y | +77.7% | +5.2% | +72.5% | +63.8% |
| 10Y | +281.2% | +35.9% | +245.4% | +182.4% |
| All | +6,781.2% | +597.4% | +6,183.8% | +1,558.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling