+358.3%
DELL vs CME
+9.8%
+348.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.5% | +11.4% | +12.2% |
| 7D | +8.2% | -1.6% | +9.8% | +7.5% |
| 30D | +17.1% | +5.6% | +11.5% | +19.1% |
| 3M | +45.2% | +5.6% | +39.6% | +46.8% |
| 6M | +286.8% | -8.3% | +295.0% | +284.7% |
| YTD | +354.8% | +4.3% | +350.4% | +355.4% |
| 1Y | +358.3% | +9.1% | +349.2% | +397.0% |
| All | +358.3% | +9.8% | +348.5% | +397.0% |
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