+881.8%
CME vs DG
+632.1%
+249.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +2.5% | -3.0% | +5.4% | +3.0% |
| 30D | +13.9% | +8.6% | +5.3% | +12.2% |
| 3M | +22.4% | +15.0% | +7.3% | +19.2% |
| 6M | +12.9% | +32.7% | -19.8% | +7.0% |
| YTD | +19.6% | +5.5% | +14.1% | +17.4% |
| 1Y | +17.7% | +34.6% | -16.9% | +10.2% |
| 3Y | +65.3% | +24.2% | +41.1% | +51.2% |
| 5Y | +75.1% | -32.3% | +107.4% | +80.3% |
| 10Y | +305.8% | +111.1% | +194.7% | +216.1% |
| All | +881.8% | +632.1% | +249.7% | +419.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling