+17.2%
CME vs DRI
+36.6%
-19.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | +13.5% | +10.8% | +2.6% | +13.2% |
| 3M | +20.9% | +0.9% | +20.0% | +20.3% |
| 6M | +11.5% | +16.3% | -4.8% | +11.5% |
| YTD | +19.5% | +27.8% | -8.3% | +20.3% |
| 1Y | +17.2% | +33.9% | -16.6% | +16.8% |
| All | +17.2% | +36.6% | -19.4% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling