+64.1%
DIA vs CME
+77.1%
-13.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | +0.1% | -2.9% | +2.9% | +0.5% |
| 30D | -2.1% | +5.5% | -7.6% | -2.9% |
| 3M | +4.2% | +11.0% | -6.8% | +2.2% |
| 6M | +11.9% | -9.7% | +21.6% | +14.0% |
| YTD | +10.8% | +4.9% | +6.0% | +9.1% |
| 1Y | +17.5% | +10.1% | +7.4% | +14.3% |
| 3Y | +59.9% | +53.5% | +6.4% | +39.3% |
| 5Y | +64.1% | +77.2% | -13.0% | +29.2% |
| All | +64.1% | +77.1% | -13.0% | +29.2% |
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