+282.1%
CME vs DRI
+350.3%
-68.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | -2.9% | -1.2% | -1.6% | -2.6% |
| 30D | +5.5% | -0.4% | +5.9% | +5.5% |
| 3M | +11.0% | +9.5% | +1.5% | +8.4% |
| 6M | -9.7% | +6.5% | -16.1% | -11.5% |
| YTD | +4.9% | +18.4% | -13.6% | 0.0% |
| 1Y | +10.1% | +4.2% | +5.9% | +7.9% |
| 3Y | +53.5% | +57.1% | -3.6% | +33.3% |
| 5Y | +77.2% | +70.4% | +6.7% | +47.8% |
| 10Y | +282.1% | +354.0% | -71.9% | +118.7% |
| All | +282.1% | +350.3% | -68.2% | +118.7% |
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