+6,706.3%
CME vs DGX
+1,014.1%
+5,692.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | +5.5% | -1.2% | +6.7% | +5.9% |
| 3M | +11.0% | +19.9% | -8.9% | +3.2% |
| 6M | -9.7% | +19.2% | -28.9% | -16.0% |
| YTD | +4.9% | +37.5% | -32.6% | -8.0% |
| 1Y | +10.1% | +31.3% | -21.2% | -1.9% |
| 3Y | +53.5% | +96.6% | -43.1% | +14.4% |
| 5Y | +77.2% | +64.3% | +12.9% | +39.3% |
| 10Y | +282.1% | +241.1% | +41.0% | +109.2% |
| All | +6,706.3% | +1,014.1% | +5,692.3% | +2,314.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling