+55.0%
CME vs DRI
+60.6%
-5.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.3% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | +6.2% | +3.8% | +2.4% | +6.2% |
| 3M | +10.4% | +13.0% | -2.6% | +10.3% |
| 6M | -9.5% | +8.3% | -17.8% | -9.6% |
| YTD | +6.0% | +20.6% | -14.6% | +5.7% |
| 1Y | +9.3% | +6.5% | +2.8% | +9.3% |
| All | +55.0% | +60.6% | -5.6% | +59.3% |
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