+80.2%
CME vs DT
+98.4%
-18.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | +4.7% | +0.1% | +4.6% | +4.6% |
| 3M | +7.8% | +24.1% | -16.3% | +4.5% |
| 6M | -11.0% | +30.1% | -41.1% | -14.8% |
| YTD | +4.0% | +16.8% | -12.7% | +0.8% |
| 1Y | +9.1% | -0.1% | +9.2% | +8.0% |
| 3Y | +52.3% | +6.8% | +45.4% | +46.5% |
| 5Y | +76.1% | -28.4% | +104.5% | +75.9% |
| All | +80.2% | +98.4% | -18.2% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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