+3,922.7%
DELL vs CME
+280.4%
+3,642.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.3% |
| 7D | -1.9% | -2.4% | +0.5% | -1.3% |
| 30D | +14.9% | +6.2% | +8.7% | +13.0% |
| 3M | +37.2% | +4.4% | +32.8% | +35.1% |
| 6M | +254.0% | -9.6% | +263.6% | +260.6% |
| YTD | +306.1% | +3.8% | +302.4% | +296.4% |
| 1Y | +312.3% | +9.5% | +302.7% | +295.2% |
| 3Y | +654.0% | +51.9% | +602.1% | +525.3% |
| 5Y | +1,055.3% | +78.7% | +976.6% | +783.9% |
| All | +3,922.7% | +280.4% | +3,642.3% | +2,691.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling