+7,418.1%
CME vs DRI
+2,205.6%
+5,212.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +0.9% | +2.8% | -1.9% | 0.0% |
| 30D | +13.2% | +13.3% | -0.1% | +8.5% |
| 3M | +16.3% | +8.2% | +8.1% | +12.9% |
| 6M | +7.1% | +17.5% | -10.4% | +0.8% |
| YTD | +15.8% | +26.9% | -11.1% | +5.5% |
| 1Y | +17.1% | +31.6% | -14.5% | +5.1% |
| 3Y | +63.2% | +67.0% | -3.8% | +30.9% |
| 5Y | +70.2% | +72.9% | -2.7% | +31.3% |
| 10Y | +337.0% | +371.3% | -34.3% | +99.1% |
| All | +7,418.1% | +2,205.6% | +5,212.5% | +1,614.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling