+176.5%
DLR vs CMI
+516.5%
-340.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | -4.3% | -12.4% | +8.1% | -0.3% |
| 3M | +3.8% | -14.8% | +18.6% | +8.6% |
| 6M | +5.8% | +0.8% | +5.0% | +4.3% |
| YTD | +23.5% | +10.2% | +13.4% | +17.8% |
| 1Y | +11.1% | +37.4% | -26.4% | -1.7% |
| 3Y | +57.9% | +153.3% | -95.4% | +14.1% |
| 5Y | +44.0% | +167.6% | -123.6% | +1.1% |
| All | +176.5% | +516.5% | -340.0% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling