+34.8%
CF vs DRI
+34.0%
+0.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.1% | -9.5% | -3.5% |
| 7D | -6.9% | +6.5% | -13.4% | -5.8% |
| 30D | -3.7% | +16.4% | -20.1% | -1.3% |
| 3M | -5.0% | +13.6% | -18.6% | -2.5% |
| 6M | -10.5% | +22.0% | -32.5% | -6.1% |
| YTD | +46.5% | +29.3% | +17.2% | +47.7% |
| 1Y | +34.8% | +32.0% | +2.8% | +35.0% |
| All | +34.8% | +34.0% | +0.8% | +35.0% |
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 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