+481.0%
CF vs DRI
+343.2%
+137.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +4.8% | +4.2% | +0.5% | +3.1% |
| 30D | +9.7% | +15.7% | -6.0% | +4.0% |
| 3M | +1.2% | +5.8% | -4.5% | -1.3% |
| 6M | +7.4% | +18.4% | -11.1% | 0.0% |
| YTD | +60.5% | +28.2% | +32.3% | +43.2% |
| 1Y | +50.7% | +35.9% | +14.8% | +31.3% |
| 3Y | +64.8% | +67.7% | -3.0% | +28.3% |
| 5Y | +115.8% | +77.9% | +37.9% | +59.4% |
| 10Y | +481.0% | +338.7% | +142.3% | +171.1% |
| All | +481.0% | +343.2% | +137.8% | +171.1% |
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