+251.7%
CB vs DRI
+331.7%
-80.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +2.9% | +1.1% | +1.9% | +2.6% |
| 30D | +7.3% | +9.7% | -2.4% | +4.5% |
| 3M | +9.4% | +3.2% | +6.2% | +8.2% |
| 6M | +19.6% | +20.6% | -0.9% | +12.9% |
| YTD | +21.5% | +28.3% | -6.8% | +12.1% |
| 1Y | +28.0% | +34.5% | -6.5% | +16.3% |
| 3Y | +74.9% | +66.5% | +8.3% | +46.7% |
| 5Y | +108.1% | +79.6% | +28.5% | +68.0% |
| All | +251.7% | +331.7% | -80.1% | +124.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling