+7,418.1%
CME vs D
+626.6%
+6,791.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | +0.9% | +3.0% | -2.1% | -0.6% |
| 30D | +13.2% | +11.5% | +1.7% | +7.0% |
| 3M | +16.3% | +3.7% | +12.5% | +13.9% |
| 6M | +7.1% | +13.5% | -6.4% | -0.1% |
| YTD | +15.8% | +20.7% | -4.9% | +4.2% |
| 1Y | +17.1% | +18.2% | -1.2% | +6.3% |
| 3Y | +63.2% | +73.3% | -10.1% | +17.1% |
| 5Y | +70.2% | +12.3% | +58.0% | +51.6% |
| 10Y | +337.0% | +43.4% | +293.6% | +214.4% |
| All | +7,418.1% | +626.6% | +6,791.5% | +1,671.6% |
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