+288.0%
CME vs DG
+119.6%
+168.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +1.7% | +5.2% | -3.5% | +0.8% |
| 30D | +10.2% | +7.9% | +2.2% | +8.9% |
| 3M | +17.8% | +12.7% | +5.1% | +15.6% |
| 6M | +11.0% | +22.4% | -11.4% | +7.3% |
| YTD | +17.0% | +5.4% | +11.6% | +15.2% |
| 1Y | +15.8% | +39.4% | -23.6% | +8.8% |
| 3Y | +61.8% | +24.1% | +37.7% | +49.4% |
| 5Y | +72.5% | -32.2% | +104.6% | +80.5% |
| 10Y | +288.0% | +111.8% | +176.2% | +217.5% |
| All | +288.0% | +119.6% | +168.4% | +217.5% |
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