+16.5%
CME vs DLR
+13.8%
+2.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.6% |
| 7D | +3.9% | +3.3% | +0.6% | +4.3% |
| 30D | +11.3% | +4.6% | +6.7% | +11.9% |
| 3M | +19.6% | -8.3% | +27.8% | +19.2% |
| 6M | +8.1% | -5.6% | +13.7% | +8.3% |
| YTD | +20.4% | +18.7% | +1.7% | +19.5% |
| 1Y | +16.5% | +17.1% | -0.6% | +15.1% |
| All | +16.5% | +13.8% | +2.7% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling