+9,957.8%
CMI vs DRI
+7,577.6%
+2,380.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.0% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | -13.4% | +3.8% | -17.3% | -14.7% |
| 3M | -17.0% | +13.0% | -30.0% | -21.0% |
| 6M | -1.6% | +8.3% | -10.0% | -5.1% |
| YTD | +11.0% | +20.6% | -9.6% | +2.8% |
| 1Y | +41.9% | +6.5% | +35.5% | +36.7% |
| 3Y | +151.8% | +53.7% | +98.1% | +110.4% |
| 5Y | +163.6% | +72.7% | +90.9% | +108.5% |
| 10Y | +472.9% | +363.2% | +109.8% | +179.5% |
| All | +9,957.8% | +7,577.6% | +2,380.1% | +2,213.4% |
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 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