+69.4%
CME vs DOW
-30.5%
+99.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | -0.6% | -9.4% | +8.9% | +0.1% |
| 30D | +8.5% | +8.9% | -0.4% | +8.0% |
| 3M | +16.0% | +6.7% | +9.3% | +15.5% |
| 6M | +9.3% | -14.2% | +23.5% | +10.0% |
| YTD | +15.3% | +36.9% | -21.6% | +13.6% |
| 1Y | +14.4% | +45.8% | -31.3% | +12.4% |
| 3Y | +59.9% | -23.9% | +83.8% | +65.1% |
| 5Y | +69.4% | -30.8% | +100.2% | +73.0% |
| All | +69.4% | -30.5% | +99.9% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling