+1,704.3%
CME vs DLR
+3,340.7%
-1,636.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | +0.9% | -3.6% | +4.5% | +2.3% |
| 30D | +13.2% | -3.5% | +16.7% | +14.3% |
| 3M | +16.3% | -8.9% | +25.2% | +19.8% |
| 6M | +7.1% | -11.6% | +18.7% | +10.7% |
| YTD | +15.8% | +14.9% | +0.9% | +6.8% |
| 1Y | +17.1% | +6.4% | +10.6% | +11.2% |
| 3Y | +63.2% | +47.3% | +15.9% | +28.6% |
| 5Y | +70.2% | +32.8% | +37.4% | +34.5% |
| 10Y | +337.0% | +169.6% | +167.4% | +124.0% |
| All | +1,704.3% | +3,340.7% | -1,636.5% | +146.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling