+19.6%
CME vs DD
+49.3%
-29.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.2% |
| 7D | +4.8% | +8.7% | -3.8% | +5.7% |
| 30D | +14.2% | +15.3% | -1.2% | +15.7% |
| 3M | +17.9% | +5.9% | +12.0% | +18.9% |
| 6M | +7.2% | +11.6% | -4.3% | +8.9% |
| YTD | +16.7% | +26.5% | -9.8% | +17.6% |
| 1Y | +19.6% | +35.4% | -15.8% | +19.5% |
| All | +19.6% | +49.3% | -29.8% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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