+153.2%
CME vs DOW
-6.9%
+160.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | +1.5% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +13.9% | +15.7% | -1.8% | +10.7% |
| 3M | +22.4% | +5.3% | +17.1% | +20.9% |
| 6M | +12.9% | -14.2% | +27.1% | +15.8% |
| YTD | +19.6% | +43.9% | -24.3% | +9.5% |
| 1Y | +17.7% | +53.1% | -35.4% | +6.1% |
| 3Y | +65.3% | -21.8% | +87.2% | +69.6% |
| 5Y | +75.1% | -28.3% | +103.5% | +80.7% |
| All | +153.2% | -6.9% | +160.1% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling