+633.1%
DELL vs CME
+75.9%
+557.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.2% | +9.6% | +12.0% |
| 7D | +0.4% | +2.5% | -2.1% | +0.7% |
| 30D | -35.1% | +13.9% | -49.1% | -34.1% |
| 3M | -15.1% | +22.4% | -37.5% | -13.5% |
| 6M | +51.7% | +12.9% | +38.8% | +54.5% |
| YTD | +200.0% | +19.6% | +180.4% | +204.5% |
| 1Y | +172.1% | +17.7% | +154.5% | +176.6% |
| 3Y | +431.2% | +65.3% | +365.9% | +402.8% |
| 5Y | +633.1% | +75.1% | +558.0% | +545.7% |
| All | +633.1% | +75.9% | +557.2% | +545.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling