+72.5%
CME vs DD
+70.0%
+2.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.4% |
| 7D | +1.7% | +2.2% | -0.6% | +1.5% |
| 30D | +10.2% | +20.7% | -10.5% | +8.7% |
| 3M | +17.8% | +11.3% | +6.5% | +16.9% |
| 6M | +11.0% | +6.0% | +5.0% | +10.5% |
| YTD | +17.0% | +31.7% | -14.7% | +13.9% |
| 1Y | +15.8% | +32.2% | -16.4% | +12.6% |
| 3Y | +61.8% | +92.7% | -30.9% | +46.7% |
| 5Y | +72.5% | +72.1% | +0.4% | +58.2% |
| All | +72.5% | +70.0% | +2.5% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling