-65.0%
CBRS vs DRI
+19.7%
-84.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.4% | +10.9% | +11.5% |
| 7D | +21.2% | +1.1% | +20.2% | +22.0% |
| 30D | -23.2% | +9.7% | -32.9% | -17.6% |
| 3M | -52.9% | +3.2% | -56.1% | -51.8% |
| All | -65.0% | +19.7% | -84.7% | -54.4% |
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 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 · 6 months rolling