+6,781.2%
CME vs DAR
+5,568.7%
+1,212.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.6% | +1.4% | -2.9% | -1.9% |
| 30D | +6.2% | +12.8% | -6.6% | +3.4% |
| 3M | +10.4% | +7.4% | +3.1% | +8.4% |
| 6M | -9.5% | +22.3% | -31.8% | -13.8% |
| YTD | +6.0% | +81.1% | -75.1% | -7.2% |
| 1Y | +9.3% | +106.5% | -97.2% | -7.6% |
| 3Y | +57.7% | +5.3% | +52.4% | +47.9% |
| 5Y | +77.7% | -11.5% | +89.2% | +67.2% |
| 10Y | +281.2% | +353.3% | -72.1% | +128.0% |
| All | +6,781.2% | +5,568.7% | +1,212.5% | +3,065.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling