+83.7%
CME vs DT
+103.5%
-19.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.1% |
| 7D | -1.6% | -3.3% | +1.7% | -1.2% |
| 30D | +6.2% | +2.0% | +4.2% | +5.9% |
| 3M | +10.4% | +20.0% | -9.6% | +7.4% |
| 6M | -9.5% | +39.3% | -48.8% | -14.3% |
| YTD | +6.0% | +19.8% | -13.7% | +2.4% |
| 1Y | +9.3% | +4.3% | +5.0% | +7.5% |
| 3Y | +57.7% | +7.7% | +50.0% | +51.7% |
| 5Y | +77.7% | -26.8% | +104.5% | +77.1% |
| All | +83.7% | +103.5% | -19.9% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling