+283.7%
CME vs DLR
+168.6%
+115.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -2.9% | +3.4% | -6.3% | -3.5% |
| 30D | +5.5% | -2.2% | +7.7% | +5.9% |
| 3M | +11.0% | +4.7% | +6.2% | +9.5% |
| 6M | -9.7% | +9.0% | -18.7% | -11.7% |
| YTD | +4.9% | +24.1% | -19.3% | -0.3% |
| 1Y | +10.1% | +20.9% | -10.9% | +4.9% |
| 3Y | +53.5% | +60.0% | -6.5% | +33.7% |
| 5Y | +77.2% | +35.3% | +41.9% | +59.1% |
| All | +283.7% | +168.6% | +115.1% | +207.0% |
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