+61.8%
CME vs DD
+94.8%
-33.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.6% |
| 7D | +1.7% | +2.2% | -0.6% | +1.8% |
| 30D | +10.2% | +20.7% | -10.5% | +11.3% |
| 3M | +17.8% | +11.3% | +6.5% | +18.6% |
| 6M | +11.0% | +6.0% | +5.0% | +11.6% |
| YTD | +17.0% | +31.7% | -14.7% | +18.8% |
| 1Y | +15.8% | +32.2% | -16.4% | +17.6% |
| 3Y | +61.8% | +92.7% | -30.9% | +70.9% |
| All | +61.8% | +94.8% | -33.0% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling