+103.2%
CB vs DRI
+74.0%
+29.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | +0.2% | +2.8% | -2.6% | -0.4% |
| 30D | +9.1% | +13.3% | -4.2% | +5.9% |
| 3M | +3.4% | +8.2% | -4.8% | +1.3% |
| 6M | +14.1% | +17.5% | -3.5% | +9.3% |
| YTD | +18.0% | +26.9% | -8.9% | +10.4% |
| 1Y | +30.1% | +31.6% | -1.4% | +20.4% |
| 3Y | +71.8% | +67.0% | +4.8% | +46.4% |
| All | +103.2% | +74.0% | +29.2% | +74.1% |
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