+63.2%
CME vs DRI
+66.4%
-3.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | +0.9% | +2.8% | -1.9% | +0.8% |
| 30D | +13.2% | +13.3% | -0.1% | +12.8% |
| 3M | +16.3% | +8.2% | +8.1% | +16.0% |
| 6M | +7.1% | +17.5% | -10.4% | +6.7% |
| YTD | +15.8% | +26.9% | -11.1% | +15.2% |
| 1Y | +17.1% | +31.6% | -14.5% | +16.2% |
| 3Y | +63.2% | +67.0% | -3.8% | +60.8% |
| All | +63.2% | +66.4% | -3.3% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling