+73.0%
CF vs DRI
+53.9%
+19.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.2% |
| 7D | +6.0% | +0.6% | +5.4% | +6.0% |
| 30D | +14.8% | +3.8% | +11.0% | +14.6% |
| 3M | +14.1% | +13.0% | +1.0% | +13.1% |
| 6M | +28.5% | +8.3% | +20.2% | +27.8% |
| YTD | +74.9% | +20.6% | +54.3% | +70.3% |
| 1Y | +61.7% | +6.5% | +55.2% | +60.5% |
| All | +73.0% | +53.9% | +19.2% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling