+73.1%
CME vs DE
+98.5%
-25.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | +3.9% | +0.3% | +3.7% | +3.9% |
| 30D | +11.3% | +3.6% | +7.8% | +11.1% |
| 3M | +19.6% | +10.2% | +9.3% | +18.6% |
| 6M | +8.1% | +16.6% | -8.5% | +6.6% |
| YTD | +20.4% | +45.8% | -25.4% | +16.0% |
| 1Y | +16.5% | +43.9% | -27.4% | +12.3% |
| 3Y | +66.4% | +89.6% | -23.2% | +53.4% |
| All | +73.1% | +98.5% | -25.5% | +56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling