+429.3%
DELL vs CME
+64.8%
+364.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.2% | +9.6% | +12.9% |
| 7D | +0.4% | +2.5% | -2.1% | +1.6% |
| 30D | -35.1% | +13.9% | -49.1% | -30.2% |
| 3M | -15.1% | +22.4% | -37.5% | -5.7% |
| 6M | +51.7% | +12.9% | +38.8% | +63.7% |
| YTD | +200.0% | +19.6% | +180.4% | +234.2% |
| 1Y | +172.1% | +17.7% | +154.5% | +201.0% |
| All | +429.3% | +64.8% | +364.4% | +582.4% |
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 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