+280.6%
CME vs DD
+64.9%
+215.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.2% |
| 7D | -0.6% | -3.8% | +3.1% | +0.2% |
| 30D | +4.7% | -9.2% | +13.9% | +7.0% |
| 3M | +7.8% | -9.0% | +16.8% | +9.9% |
| 6M | -11.0% | -5.0% | -6.0% | -10.7% |
| YTD | +4.0% | +7.4% | -3.4% | +0.8% |
| 1Y | +9.1% | +35.1% | -26.0% | -0.8% |
| 3Y | +52.3% | +43.2% | +9.1% | +31.9% |
| 5Y | +76.1% | +59.6% | +16.4% | +43.3% |
| 10Y | +280.6% | +66.5% | +214.1% | +149.1% |
| All | +280.6% | +64.9% | +215.7% | +149.1% |
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