+846.6%
CME vs DG
+628.1%
+218.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.8% |
| 7D | -0.6% | +0.7% | -1.2% | -0.8% |
| 30D | +8.5% | +7.4% | +1.1% | +7.1% |
| 3M | +16.0% | +8.5% | +7.5% | +14.2% |
| 6M | +9.3% | +21.9% | -12.5% | +5.1% |
| YTD | +15.3% | +4.9% | +10.4% | +13.3% |
| 1Y | +14.4% | +40.4% | -26.0% | +6.3% |
| 3Y | +59.9% | +23.5% | +36.4% | +46.4% |
| 5Y | +69.4% | -32.3% | +101.7% | +74.3% |
| 10Y | +299.5% | +119.3% | +180.2% | +208.5% |
| All | +846.6% | +628.1% | +218.5% | +401.2% |
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