+5,967.0%
CF vs DRI
+1,237.9%
+4,729.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +6.0% | +0.6% | +5.4% | +5.8% |
| 30D | +14.8% | +3.8% | +11.0% | +13.2% |
| 3M | +14.1% | +13.0% | +1.0% | +8.5% |
| 6M | +28.5% | +8.3% | +20.2% | +23.2% |
| YTD | +74.9% | +20.6% | +54.3% | +60.5% |
| 1Y | +61.7% | +6.5% | +55.2% | +54.7% |
| 3Y | +80.3% | +53.7% | +26.6% | +46.6% |
| 5Y | +226.0% | +72.7% | +153.3% | +146.8% |
| 10Y | +569.9% | +363.2% | +206.7% | +216.0% |
| All | +5,967.0% | +1,237.9% | +4,729.1% | +1,442.1% |
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 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