+66.4%
CME vs DAR
+33.7%
+32.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.8% |
| 7D | +3.9% | +11.6% | -7.6% | +4.0% |
| 30D | +11.3% | -10.2% | +21.6% | +11.2% |
| 3M | +19.6% | -14.8% | +34.4% | +19.4% |
| 6M | +8.1% | -10.1% | +18.1% | +7.9% |
| YTD | +20.4% | +55.5% | -35.1% | +21.6% |
| 1Y | +16.5% | +61.7% | -45.2% | +17.8% |
| 3Y | +66.4% | +37.2% | +29.3% | +72.8% |
| All | +66.4% | +33.7% | +32.8% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling