+694.6%
DELL vs CME
+52.8%
+641.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +1.4% |
| 7D | +25.6% | -2.9% | +28.5% | +24.2% |
| 30D | +17.7% | +5.5% | +12.1% | +20.2% |
| 3M | +33.4% | +11.0% | +22.5% | +39.5% |
| 6M | +266.2% | -9.7% | +275.9% | +256.5% |
| YTD | +328.0% | +4.9% | +323.1% | +341.4% |
| 1Y | +339.6% | +10.1% | +329.5% | +364.8% |
| 3Y | +694.6% | +53.5% | +641.1% | +823.3% |
| All | +694.6% | +52.8% | +641.8% | +823.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling