+6,620.0%
CME vs DTE
+871.4%
+5,748.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +4.2% | -0.5% | +4.7% | +4.4% |
| 3M | +7.3% | -6.0% | +13.4% | +10.8% |
| 6M | -11.4% | -7.2% | -4.2% | -8.1% |
| YTD | +3.5% | +7.2% | -3.6% | -1.2% |
| 1Y | +8.6% | +4.1% | +4.5% | +5.1% |
| 3Y | +51.6% | +46.9% | +4.7% | +17.7% |
| 5Y | +75.3% | +32.9% | +42.4% | +41.4% |
| 10Y | +278.8% | +144.5% | +134.3% | +99.8% |
| All | +6,620.0% | +871.4% | +5,748.6% | +1,258.1% |
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