+7,451.3%
CME vs D
+637.6%
+6,813.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | +3.7% | +6.9% | -3.3% | +0.2% |
| 30D | +13.7% | +12.3% | +1.4% | +7.2% |
| 3M | +16.6% | +3.0% | +13.5% | +14.6% |
| 6M | +8.2% | +12.8% | -4.6% | +1.2% |
| YTD | +16.3% | +22.6% | -6.2% | +3.9% |
| 1Y | +19.1% | +21.7% | -2.6% | +6.5% |
| 3Y | +67.4% | +83.9% | -16.6% | +16.3% |
| 5Y | +71.0% | +14.0% | +57.0% | +51.2% |
| 10Y | +338.9% | +45.6% | +293.4% | +213.4% |
| All | +7,451.3% | +637.6% | +6,813.7% | +1,666.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling