+35.8%
CMI vs DRI
+1.2%
+34.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +0.8% | -4.8% | +5.7% | +1.3% |
| 30D | -12.8% | -5.2% | -7.6% | -12.3% |
| 3M | -12.4% | +2.7% | -15.2% | -12.8% |
| 6M | -0.9% | +3.6% | -4.5% | -1.7% |
| YTD | +8.9% | +15.4% | -6.6% | +7.2% |
| All | +35.8% | +1.2% | +34.5% | +28.7% |
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 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