+288.0%
CME vs DD
+100.9%
+187.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | +1.7% | +2.2% | -0.6% | +1.1% |
| 30D | +10.2% | +20.7% | -10.5% | +5.3% |
| 3M | +17.8% | +11.3% | +6.5% | +14.6% |
| 6M | +11.0% | +6.0% | +5.0% | +8.9% |
| YTD | +17.0% | +31.7% | -14.7% | +7.9% |
| 1Y | +15.8% | +32.2% | -16.4% | +6.6% |
| 3Y | +61.8% | +92.7% | -30.9% | +29.6% |
| 5Y | +72.5% | +72.1% | +0.4% | +40.4% |
| 10Y | +288.0% | +99.7% | +188.3% | +143.7% |
| All | +288.0% | +100.9% | +187.1% | +143.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling