+7,731.5%
CB vs DRI
+8,061.0%
-329.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.4% |
| 7D | +2.6% | +3.7% | -1.1% | +1.5% |
| 30D | +11.2% | +13.5% | -2.3% | +7.4% |
| 3M | +5.7% | +10.4% | -4.6% | +2.6% |
| 6M | +15.9% | +19.5% | -3.6% | +9.8% |
| YTD | +20.2% | +28.2% | -8.1% | +11.1% |
| 1Y | +32.4% | +31.0% | +1.4% | +21.6% |
| 3Y | +75.5% | +67.1% | +8.4% | +48.2% |
| 5Y | +105.5% | +74.7% | +30.8% | +69.0% |
| 10Y | +258.5% | +376.2% | -117.6% | +106.5% |
| All | +7,731.5% | +8,061.0% | -329.5% | +2,271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling