+7,715.0%
CME vs DE
+4,306.2%
+3,408.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +3.9% | +0.3% | +3.7% | +3.8% |
| 30D | +11.3% | +3.6% | +7.8% | +9.8% |
| 3M | +19.6% | +10.2% | +9.3% | +14.3% |
| 6M | +8.1% | +16.6% | -8.5% | +0.2% |
| YTD | +20.4% | +45.8% | -25.4% | +0.6% |
| 1Y | +16.5% | +43.9% | -27.4% | -2.3% |
| 3Y | +66.4% | +89.6% | -23.2% | +19.8% |
| 5Y | +74.5% | +100.3% | -25.9% | +16.5% |
| 10Y | +308.5% | +760.8% | -452.3% | +26.8% |
| All | +7,715.0% | +4,306.2% | +3,408.9% | +1,056.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling