+7,715.0%
CME vs DTE
+906.7%
+6,808.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +3.9% | +3.4% | +0.5% | +2.0% |
| 30D | +11.3% | +8.9% | +2.4% | +6.1% |
| 3M | +19.6% | +1.1% | +18.5% | +18.6% |
| 6M | +8.1% | +0.1% | +8.0% | +7.5% |
| YTD | +20.4% | +11.1% | +9.3% | +12.4% |
| 1Y | +16.5% | +4.9% | +11.5% | +12.2% |
| 3Y | +66.4% | +58.6% | +7.9% | +23.9% |
| 5Y | +74.5% | +47.3% | +27.2% | +32.3% |
| 10Y | +308.5% | +151.3% | +157.1% | +112.9% |
| All | +7,715.0% | +906.7% | +6,808.3% | +1,445.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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