+114.8%
CMI vs DRI
+78.6%
+36.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +0.5% | +1.1% | -0.6% | +0.1% |
| 30D | -14.0% | +9.7% | -23.7% | -16.9% |
| 3M | -28.1% | +3.2% | -31.3% | -29.2% |
| 6M | -35.8% | +20.6% | -56.4% | -40.7% |
| YTD | -10.5% | +28.3% | -38.8% | -19.6% |
| 1Y | -1.9% | +34.5% | -36.4% | -13.6% |
| 3Y | +121.0% | +66.5% | +54.5% | +74.1% |
| All | +114.8% | +78.6% | +36.2% | +58.8% |
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 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