+1,551.4%
CME vs DLR
+3,595.7%
-2,044.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.6% | +1.6% | -3.2% | -2.2% |
| 30D | +6.2% | -3.4% | +9.6% | +7.6% |
| 3M | +10.4% | +0.5% | +9.9% | +9.1% |
| 6M | -9.5% | +4.6% | -14.1% | -12.4% |
| YTD | +6.0% | +23.4% | -17.4% | -4.4% |
| 1Y | +9.3% | +19.0% | -9.8% | -0.6% |
| 3Y | +57.7% | +56.5% | +1.1% | +21.6% |
| 5Y | +77.7% | +33.3% | +44.4% | +41.3% |
| 10Y | +281.2% | +165.1% | +116.1% | +99.3% |
| All | +1,551.4% | +3,595.7% | -2,044.2% | +120.9% |
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 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