+300.3%
CME vs DAR
+307.1%
-6.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.5% |
| 7D | +2.7% | +9.2% | -6.5% | +1.2% |
| 30D | +13.5% | -12.3% | +25.7% | +15.8% |
| 3M | +20.9% | -12.7% | +33.6% | +23.2% |
| 6M | +11.5% | -12.8% | +24.3% | +13.4% |
| YTD | +19.5% | +53.8% | -34.3% | +10.1% |
| 1Y | +17.2% | +60.3% | -43.1% | +7.2% |
| 3Y | +65.1% | +31.7% | +33.4% | +50.7% |
| 5Y | +73.1% | -27.7% | +100.9% | +75.4% |
| All | +300.3% | +307.1% | -6.8% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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