+71.8%
CB vs DRI
+66.4%
+5.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | +0.2% | +2.8% | -2.6% | -0.2% |
| 30D | +9.1% | +13.3% | -4.2% | +6.9% |
| 3M | +3.4% | +8.2% | -4.8% | +1.9% |
| 6M | +14.1% | +17.5% | -3.5% | +10.6% |
| YTD | +18.0% | +26.9% | -8.9% | +12.5% |
| 1Y | +30.1% | +31.6% | -1.4% | +23.2% |
| 3Y | +71.8% | +67.0% | +4.8% | +59.8% |
| All | +71.8% | +66.4% | +5.4% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling