+246.7%
CB vs DRI
+343.2%
-96.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.7% |
| 7D | +0.7% | +4.2% | -3.5% | -0.5% |
| 30D | +8.2% | +15.7% | -7.5% | +3.8% |
| 3M | +6.3% | +5.8% | +0.5% | +4.4% |
| 6M | +16.2% | +18.4% | -2.2% | +10.2% |
| YTD | +19.3% | +28.2% | -8.9% | +10.1% |
| 1Y | +29.2% | +35.9% | -6.7% | +17.1% |
| 3Y | +71.4% | +67.7% | +3.7% | +43.5% |
| 5Y | +104.2% | +77.9% | +26.4% | +65.4% |
| 10Y | +246.7% | +338.7% | -92.0% | +121.3% |
| All | +246.7% | +343.2% | -96.6% | +121.3% |
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