+219.7%
CFG vs DRI
+343.2%
-123.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +0.7% | +4.2% | -3.5% | -1.6% |
| 30D | +2.8% | +15.7% | -12.9% | -5.2% |
| 3M | -10.1% | +5.8% | -15.9% | -13.4% |
| 6M | +3.2% | +18.4% | -15.2% | -7.2% |
| YTD | +14.2% | +28.2% | -14.0% | -2.7% |
| 1Y | +27.4% | +35.9% | -8.5% | +4.9% |
| 3Y | +187.6% | +67.7% | +119.8% | +104.2% |
| 5Y | +65.7% | +77.9% | -12.2% | +12.0% |
| 10Y | +219.7% | +338.7% | -119.0% | +29.1% |
| All | +219.7% | +343.2% | -123.5% | +29.1% |
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