+63.2%
CME vs DLR
+44.1%
+19.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.5% |
| 7D | +0.9% | -3.6% | +4.5% | +0.8% |
| 30D | +13.2% | -3.5% | +16.7% | +13.1% |
| 3M | +16.3% | -8.9% | +25.2% | +16.0% |
| 6M | +7.1% | -11.6% | +18.7% | +7.0% |
| YTD | +15.8% | +14.9% | +0.9% | +16.0% |
| 1Y | +17.1% | +6.4% | +10.6% | +17.1% |
| 3Y | +63.2% | +47.3% | +15.9% | +67.2% |
| All | +63.2% | +44.1% | +19.0% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling