-70.5%
CBRS vs DRI
+20.7%
-91.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.1% | -11.2% | -2.3% |
| 7D | -18.4% | +6.5% | -24.9% | -14.3% |
| 30D | -49.4% | +16.4% | -65.8% | -43.4% |
| 3M | -59.6% | +13.6% | -73.2% | -52.0% |
| All | -70.5% | +20.7% | -91.2% | -61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling