+305.8%
CME vs D
+47.5%
+258.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.4% |
| 7D | +2.5% | -2.4% | +4.9% | +3.4% |
| 30D | +13.9% | +9.0% | +4.9% | +10.4% |
| 3M | +22.4% | +1.0% | +21.4% | +21.8% |
| 6M | +12.9% | +11.0% | +1.9% | +8.4% |
| YTD | +19.6% | +19.8% | -0.2% | +11.3% |
| 1Y | +17.7% | +16.0% | +1.7% | +10.7% |
| 3Y | +65.3% | +74.4% | -9.0% | +30.2% |
| 5Y | +75.1% | +13.5% | +61.6% | +63.7% |
| 10Y | +305.8% | +48.4% | +257.4% | +276.4% |
| All | +305.8% | +47.5% | +258.3% | +276.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling