+27.7%
CFG vs DRI
+35.9%
-8.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.7% | +4.2% | -3.5% | -0.2% |
| 30D | +2.8% | +15.7% | -12.9% | -0.3% |
| 3M | -10.1% | +5.8% | -15.9% | -11.2% |
| 6M | +3.2% | +18.4% | -15.2% | -1.2% |
| YTD | +14.2% | +28.2% | -14.0% | +4.7% |
| All | +27.7% | +35.9% | -8.2% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling