+53.5%
CME vs DOW
-35.3%
+88.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -2.9% | -2.9% | +0.1% | -2.8% |
| 30D | +5.5% | +2.0% | +3.6% | +5.5% |
| 3M | +11.0% | -12.5% | +23.5% | +10.9% |
| 6M | -9.7% | -9.2% | -0.5% | -9.4% |
| YTD | +4.9% | +30.8% | -25.9% | +6.3% |
| 1Y | +10.1% | +29.4% | -19.3% | +11.6% |
| 3Y | +53.5% | -34.6% | +88.1% | +57.5% |
| All | +53.5% | -35.3% | +88.8% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling