+319.1%
DELL vs CME
+8.4%
+310.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.4% |
| 7D | +14.9% | -1.6% | +16.5% | +14.3% |
| 30D | +13.3% | +6.2% | +7.0% | +15.5% |
| 3M | +24.4% | +10.4% | +14.0% | +28.3% |
| 6M | +258.0% | -9.5% | +267.5% | +260.2% |
| YTD | +320.2% | +6.0% | +314.2% | +323.3% |
| 1Y | +319.1% | +9.3% | +309.8% | +340.4% |
| All | +319.1% | +8.4% | +310.7% | +340.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling