+1,106.2%
DELL vs CME
+75.4%
+1,030.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.2% |
| 7D | +8.7% | -1.1% | +9.9% | +8.7% |
| 30D | +16.9% | +4.2% | +12.7% | +16.9% |
| 3M | +40.4% | +7.3% | +33.1% | +40.6% |
| 6M | +267.1% | -11.4% | +278.5% | +269.9% |
| YTD | +329.1% | +3.5% | +325.6% | +327.7% |
| 1Y | +346.9% | +8.6% | +338.3% | +344.2% |
| 3Y | +696.6% | +51.6% | +645.1% | +617.9% |
| 5Y | +1,106.2% | +75.3% | +1,030.9% | +845.8% |
| All | +1,106.2% | +75.4% | +1,030.8% | +845.8% |
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