+282.1%
CME vs DAR
+367.0%
-84.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.6% |
| 7D | -2.9% | -0.9% | -2.0% | -2.8% |
| 30D | +5.5% | +13.0% | -7.4% | +3.3% |
| 3M | +11.0% | +15.0% | -4.0% | +8.1% |
| 6M | -9.7% | +26.8% | -36.5% | -13.6% |
| YTD | +4.9% | +86.4% | -81.6% | -6.1% |
| 1Y | +10.1% | +115.1% | -105.0% | -4.3% |
| 3Y | +53.5% | +14.6% | +38.9% | +46.8% |
| 5Y | +77.2% | -8.8% | +85.9% | +71.6% |
| 10Y | +282.1% | +356.5% | -74.4% | +109.5% |
| All | +282.1% | +367.0% | -84.9% | +109.5% |
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