+73.1%
CME vs D
+12.4%
+60.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +2.7% | -3.1% | +5.7% | +3.4% |
| 30D | +13.5% | +8.4% | +5.1% | +11.5% |
| 3M | +20.9% | +0.2% | +20.7% | +20.7% |
| 6M | +11.5% | +9.5% | +2.0% | +9.2% |
| YTD | +19.5% | +18.8% | +0.7% | +14.8% |
| 1Y | +17.2% | +14.7% | +2.5% | +13.4% |
| 3Y | +65.1% | +72.9% | -7.8% | +45.4% |
| 5Y | +73.1% | +13.1% | +60.0% | +74.2% |
| All | +73.1% | +12.4% | +60.7% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling