+282.3%
CME vs DLR
+178.7%
+103.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -1.1% |
| 7D | -0.6% | +2.4% | -2.9% | -1.0% |
| 30D | +8.5% | +0.7% | +7.8% | +8.2% |
| 3M | +16.0% | -6.4% | +22.5% | +17.1% |
| 6M | +9.3% | -6.5% | +15.9% | +10.0% |
| YTD | +15.3% | +18.8% | -3.5% | +10.1% |
| 1Y | +14.4% | +9.0% | +5.4% | +11.1% |
| 3Y | +59.9% | +54.5% | +5.4% | +39.5% |
| 5Y | +69.4% | +35.8% | +33.6% | +50.7% |
| All | +282.3% | +178.7% | +103.6% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling