+14.1%
CME vs DAR
+60.0%
-45.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.7% |
| 7D | -0.6% | -2.8% | +2.2% | -0.4% |
| 30D | +8.5% | -12.8% | +21.4% | +9.4% |
| 3M | +16.0% | -11.6% | +27.6% | +16.3% |
| 6M | +9.3% | -16.8% | +26.1% | +9.3% |
| YTD | +15.3% | +45.9% | -30.6% | +11.6% |
| All | +14.1% | +60.0% | -45.9% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling