+246.7%
CB vs DRI
+339.9%
-93.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.0% | -0.7% | -0.3% | -0.8% |
| 30D | +7.3% | +14.7% | -7.4% | +3.3% |
| 3M | +7.0% | +5.4% | +1.6% | +5.2% |
| 6M | +16.3% | +18.8% | -2.5% | +10.2% |
| YTD | +19.7% | +28.4% | -8.6% | +10.4% |
| 1Y | +27.8% | +37.7% | -9.9% | +15.4% |
| 3Y | +72.0% | +68.0% | +4.1% | +43.9% |
| 5Y | +104.9% | +78.8% | +26.1% | +65.7% |
| 10Y | +246.7% | +334.2% | -87.4% | +121.6% |
| All | +246.7% | +339.9% | -93.1% | +121.6% |
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