+3,047.2%
DELL vs CME
+351.8%
+2,695.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.8% | -8.0% | -7.3% |
| 7D | +4.9% | +3.9% | +0.9% | +4.0% |
| 30D | -32.1% | +11.3% | -43.4% | -33.8% |
| 3M | -30.2% | +19.6% | -49.8% | -33.4% |
| 6M | +41.7% | +8.1% | +33.6% | +38.1% |
| YTD | +176.6% | +20.4% | +156.2% | +160.0% |
| 1Y | +159.9% | +16.5% | +143.4% | +146.9% |
| 3Y | +388.0% | +66.4% | +321.5% | +299.8% |
| 5Y | +578.2% | +74.5% | +503.7% | +437.0% |
| 10Y | +2,653.4% | +308.5% | +2,344.9% | +1,751.3% |
| All | +3,047.2% | +351.8% | +2,695.3% | +2,074.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling