+299.5%
CME vs DRI
+370.8%
-71.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.8% |
| 7D | -0.6% | +3.1% | -3.7% | -1.3% |
| 30D | +8.5% | +16.2% | -7.7% | +4.9% |
| 3M | +16.0% | +8.4% | +7.7% | +13.7% |
| 6M | +9.3% | +19.0% | -9.7% | +4.6% |
| YTD | +15.3% | +28.8% | -13.5% | +7.8% |
| 1Y | +14.4% | +33.1% | -18.7% | +6.0% |
| 3Y | +59.9% | +70.8% | -10.9% | +36.4% |
| 5Y | +69.4% | +74.2% | -4.8% | +41.3% |
| 10Y | +299.5% | +345.5% | -46.0% | +136.0% |
| All | +299.5% | +370.8% | -71.3% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling