+77.2%
CME vs DT
-28.6%
+105.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.9% |
| 7D | -2.9% | -4.9% | +2.0% | -2.5% |
| 30D | +5.5% | +2.7% | +2.8% | +5.3% |
| 3M | +11.0% | +20.0% | -9.0% | +9.5% |
| 6M | -9.7% | +28.0% | -37.7% | -11.7% |
| YTD | +4.9% | +16.0% | -11.2% | +3.3% |
| 1Y | +10.1% | +0.7% | +9.4% | +9.6% |
| 3Y | +53.5% | +6.2% | +47.3% | +50.5% |
| 5Y | +77.2% | -28.1% | +105.3% | +73.9% |
| All | +77.2% | -28.6% | +105.8% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling