+4,981.1%
CF vs DRI
+1,334.2%
+3,646.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.1% | -9.5% | -6.2% |
| 7D | -6.9% | +6.5% | -13.4% | -9.1% |
| 30D | -3.7% | +16.4% | -20.1% | -9.0% |
| 3M | -5.0% | +13.6% | -18.6% | -9.7% |
| 6M | -10.5% | +22.0% | -32.5% | -17.6% |
| YTD | +46.5% | +29.3% | +17.2% | +30.5% |
| 1Y | +34.8% | +32.0% | +2.8% | +19.0% |
| 3Y | +46.7% | +68.5% | -21.8% | +15.0% |
| 5Y | +112.0% | +86.3% | +25.7% | +55.3% |
| 10Y | +529.7% | +380.2% | +149.5% | +192.3% |
| All | +4,981.1% | +1,334.2% | +3,646.9% | +1,153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling