+9.1%
CME vs DGX
+32.7%
-23.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.3% |
| 7D | -1.6% | -0.9% | -0.7% | -1.5% |
| 30D | +5.6% | -1.2% | +6.7% | +5.7% |
| 3M | +5.6% | +15.8% | -10.2% | +3.1% |
| 6M | -8.3% | +18.2% | -26.4% | -10.7% |
| YTD | +4.3% | +37.2% | -32.9% | -1.1% |
| 1Y | +9.1% | +30.4% | -21.3% | +4.1% |
| All | +9.1% | +32.7% | -23.6% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling