+3,617.4%
DLR vs CMI
+5,070.7%
-1,453.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | +3.4% | +1.9% | +1.5% | +2.7% |
| 30D | -2.2% | -12.5% | +10.3% | +2.6% |
| 3M | +4.7% | -16.2% | +20.9% | +11.0% |
| 6M | +9.0% | +4.9% | +4.2% | +5.7% |
| YTD | +24.1% | +11.1% | +13.0% | +17.3% |
| 1Y | +20.9% | +43.4% | -22.4% | +3.6% |
| 3Y | +60.0% | +154.1% | -94.0% | +9.6% |
| 5Y | +35.3% | +169.5% | -134.2% | -10.9% |
| 10Y | +165.8% | +503.8% | -338.0% | +21.5% |
| All | +3,617.4% | +5,070.7% | -1,453.3% | +619.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling