+285.1%
CME vs D
+34.8%
+250.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | -1.6% | +1.5% | -3.0% | -2.1% |
| 30D | +6.2% | -2.6% | +8.8% | +7.2% |
| 3M | +10.4% | 0.0% | +10.4% | +10.4% |
| 6M | -9.5% | +7.4% | -16.9% | -12.1% |
| YTD | +6.0% | +15.9% | -9.9% | +0.1% |
| 1Y | +9.3% | +18.1% | -8.8% | +2.2% |
| 3Y | +57.7% | +58.4% | -0.7% | +29.3% |
| 5Y | +77.7% | +5.2% | +72.5% | +71.6% |
| All | +285.1% | +34.8% | +250.3% | +259.7% |
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