+6,781.2%
CME vs DOC
+359.3%
+6,421.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | -1.6% | -1.5% | -0.1% | -1.0% |
| 30D | +6.2% | -4.8% | +11.0% | +8.3% |
| 3M | +10.4% | +6.9% | +3.5% | +6.9% |
| 6M | -9.5% | +20.7% | -30.3% | -17.8% |
| YTD | +6.0% | +34.1% | -28.1% | -8.3% |
| 1Y | +9.3% | +22.6% | -13.4% | -2.2% |
| 3Y | +57.7% | +20.8% | +36.8% | +36.3% |
| 5Y | +77.7% | -24.9% | +102.6% | +86.6% |
| 10Y | +281.2% | -1.8% | +283.1% | +226.2% |
| All | +6,781.2% | +359.3% | +6,421.9% | +2,578.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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