+9.5%
CME vs DE
+44.9%
-35.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.4% | -2.4% | 0.0% | -2.5% |
| 30D | +6.2% | +9.7% | -3.5% | +6.5% |
| 3M | +4.4% | +21.4% | -17.0% | +5.1% |
| 6M | -9.6% | +15.0% | -24.7% | -8.9% |
| YTD | +3.8% | +46.4% | -42.6% | +6.7% |
| 1Y | +9.5% | +45.6% | -36.1% | +14.5% |
| All | +9.5% | +44.9% | -35.4% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling