+471.5%
CF vs DRI
+331.7%
+139.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +4.8% | +1.1% | +3.7% | +4.4% |
| 30D | +4.7% | +9.7% | -5.0% | +1.1% |
| 3M | +7.4% | +3.2% | +4.2% | +5.6% |
| 6M | +0.6% | +20.6% | -20.0% | -7.0% |
| YTD | +64.1% | +28.3% | +35.9% | +46.4% |
| 1Y | +51.4% | +34.5% | +16.9% | +32.4% |
| 3Y | +67.8% | +66.5% | +1.3% | +31.1% |
| 5Y | +114.1% | +79.6% | +34.5% | +57.5% |
| All | +471.5% | +331.7% | +139.7% | +166.4% |
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 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