+6,781.2%
CME vs DE
+4,426.1%
+2,355.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -1.6% | +10.0% | -11.6% | -5.3% |
| 30D | +6.2% | +13.3% | -7.1% | +0.9% |
| 3M | +10.4% | +17.5% | -7.1% | +2.7% |
| 6M | -9.5% | +13.6% | -23.1% | -15.4% |
| YTD | +6.0% | +49.8% | -43.8% | -12.0% |
| 1Y | +9.3% | +47.9% | -38.6% | -9.2% |
| 3Y | +57.7% | +72.5% | -14.9% | +18.4% |
| 5Y | +77.7% | +90.2% | -12.5% | +21.6% |
| 10Y | +281.2% | +865.4% | -584.1% | +12.7% |
| All | +6,781.2% | +4,426.1% | +2,355.1% | +911.4% |
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