+77.2%
CME vs DG
-37.3%
+114.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.8% |
| 7D | -2.9% | -2.5% | -0.4% | -2.7% |
| 30D | +5.5% | +1.0% | +4.5% | +5.4% |
| 3M | +11.0% | +20.3% | -9.3% | +9.6% |
| 6M | -9.7% | -11.7% | +2.0% | -9.1% |
| YTD | +4.9% | -2.3% | +7.2% | +4.7% |
| 1Y | +10.1% | +20.0% | -9.9% | +8.1% |
| 3Y | +53.5% | +7.2% | +46.3% | +50.2% |
| 5Y | +77.2% | -37.9% | +115.1% | +84.6% |
| All | +77.2% | -37.3% | +114.4% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling