+75.3%
CME vs DD
+59.3%
+15.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.1% |
| 7D | -1.1% | -3.8% | +2.7% | -0.8% |
| 30D | +4.2% | -9.2% | +13.4% | +4.9% |
| 3M | +7.3% | -9.0% | +16.3% | +8.0% |
| 6M | -11.4% | -5.0% | -6.4% | -11.3% |
| YTD | +3.5% | +7.4% | -3.9% | +2.2% |
| 1Y | +8.6% | +35.1% | -26.5% | +4.4% |
| 3Y | +51.6% | +43.2% | +8.4% | +42.6% |
| 5Y | +75.3% | +59.6% | +15.6% | +58.6% |
| All | +75.3% | +59.3% | +15.9% | +58.6% |
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