+164.4%
CMI vs DRI
+63.5%
+100.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | +0.8% | -4.8% | +5.7% | +2.6% |
| 30D | -12.8% | -5.2% | -7.6% | -11.3% |
| 3M | -12.4% | +2.7% | -15.2% | -13.8% |
| 6M | -0.9% | +3.6% | -4.5% | -3.0% |
| YTD | +8.9% | +15.4% | -6.6% | +1.8% |
| 1Y | +37.7% | +1.3% | +36.4% | +34.9% |
| 3Y | +148.9% | +53.1% | +95.7% | +102.7% |
| 5Y | +164.4% | +64.6% | +99.8% | +102.4% |
| All | +164.4% | +63.5% | +100.9% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling