+51.6%
CME vs DE
+75.0%
-23.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -0.6% | -3.0% | +2.4% | -0.6% |
| 30D | +4.7% | +11.1% | -6.5% | +4.6% |
| 3M | +7.8% | +17.6% | -9.8% | +7.6% |
| 6M | -11.0% | +13.6% | -24.6% | -11.0% |
| YTD | +4.0% | +46.3% | -42.2% | +3.3% |
| 1Y | +9.1% | +44.2% | -35.1% | +8.4% |
| All | +51.6% | +75.0% | -23.4% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling