+568.0%
CF vs DRI
+367.2%
+200.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -3.2% | +2.8% | -6.0% | -4.3% |
| 30D | +4.3% | +13.3% | -8.9% | -0.4% |
| 3M | +2.8% | +8.2% | -5.4% | -0.6% |
| 6M | +0.6% | +17.5% | -16.9% | -6.1% |
| YTD | +56.6% | +26.9% | +29.7% | +40.2% |
| 1Y | +49.6% | +31.6% | +18.0% | +31.8% |
| 3Y | +61.5% | +67.0% | -5.5% | +25.6% |
| 5Y | +124.0% | +72.9% | +51.1% | +66.9% |
| All | +568.0% | +367.2% | +200.8% | +175.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling