+173.3%
CFG vs DRI
+66.4%
+106.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -0.9% | +2.8% | -3.7% | -1.8% |
| 30D | +1.1% | +13.3% | -12.2% | -3.2% |
| 3M | -12.0% | +8.2% | -20.2% | -14.7% |
| 6M | -2.2% | +17.5% | -19.8% | -8.5% |
| YTD | +11.4% | +26.9% | -15.5% | +0.3% |
| 1Y | +27.8% | +31.6% | -3.7% | +13.1% |
| 3Y | +173.3% | +67.0% | +106.3% | +101.5% |
| All | +173.3% | +66.4% | +106.9% | +101.5% |
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