+69.4%
CME vs DG
-32.0%
+101.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.6% |
| 7D | -0.6% | +0.7% | -1.2% | -0.6% |
| 30D | +8.5% | +7.4% | +1.1% | +8.0% |
| 3M | +16.0% | +8.5% | +7.5% | +15.3% |
| 6M | +9.3% | +21.9% | -12.5% | +7.8% |
| YTD | +15.3% | +4.9% | +10.4% | +14.5% |
| 1Y | +14.4% | +40.4% | -26.0% | +11.2% |
| 3Y | +59.9% | +23.5% | +36.4% | +54.1% |
| 5Y | +69.4% | -32.3% | +101.7% | +77.0% |
| All | +69.4% | -32.0% | +101.5% | +77.0% |
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