+19.6%
CME vs DOW
+50.2%
-30.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.8% |
| 7D | +4.8% | -4.2% | +9.0% | +5.3% |
| 30D | +14.2% | +14.7% | -0.5% | +12.4% |
| 3M | +17.9% | +9.1% | +8.9% | +16.5% |
| 6M | +7.2% | -17.7% | +24.9% | +8.2% |
| YTD | +16.7% | +44.6% | -27.9% | +14.7% |
| 1Y | +19.6% | +51.9% | -32.3% | +16.3% |
| All | +19.6% | +50.2% | -30.7% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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