+101.0%
CB vs DRI
+72.9%
+28.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | -3.1% | +3.8% | -7.0% | -4.1% |
| 3M | +9.0% | +13.0% | -4.1% | +5.5% |
| 6M | +2.9% | +8.3% | -5.5% | +0.4% |
| YTD | +10.1% | +20.6% | -10.5% | +4.4% |
| 1Y | +22.8% | +6.5% | +16.3% | +19.9% |
| 3Y | +73.8% | +53.7% | +20.1% | +52.1% |
| All | +101.0% | +72.9% | +28.1% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling