+119.7%
CME vs DOW
-15.2%
+134.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -2.4% | -2.4% | 0.0% | -1.9% |
| 30D | +6.2% | -4.1% | +10.3% | +6.9% |
| 3M | +4.4% | -12.4% | +16.8% | +6.8% |
| 6M | -9.6% | -10.6% | +1.0% | -8.4% |
| YTD | +3.8% | +31.1% | -27.3% | -3.2% |
| 1Y | +9.5% | +30.5% | -21.0% | +1.6% |
| 3Y | +51.9% | -34.4% | +86.3% | +62.7% |
| 5Y | +78.7% | -35.5% | +114.2% | +88.3% |
| All | +119.7% | -15.2% | +134.9% | +65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling