+280.6%
CME vs DG
+102.6%
+178.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.4% |
| 7D | -0.6% | -4.8% | +4.2% | +0.1% |
| 30D | +4.7% | +1.8% | +2.9% | +4.4% |
| 3M | +7.8% | +14.5% | -6.6% | +5.4% |
| 6M | -11.0% | -13.6% | +2.6% | -9.4% |
| YTD | +4.0% | -4.8% | +8.9% | +4.1% |
| 1Y | +9.1% | +21.6% | -12.5% | +4.6% |
| 3Y | +52.3% | +4.5% | +47.8% | +44.9% |
| 5Y | +76.1% | -38.5% | +114.6% | +87.1% |
| 10Y | +280.6% | +102.2% | +178.4% | +190.3% |
| All | +280.6% | +102.6% | +178.0% | +190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling