+316.4%
CFG vs DRI
+621.7%
-305.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | -0.9% | +2.8% | -3.7% | -2.4% |
| 30D | +1.1% | +13.3% | -12.2% | -5.5% |
| 3M | -12.0% | +8.2% | -20.2% | -16.2% |
| 6M | -2.2% | +17.5% | -19.8% | -11.4% |
| YTD | +11.4% | +26.9% | -15.5% | -4.0% |
| 1Y | +27.8% | +31.6% | -3.7% | +7.8% |
| 3Y | +173.3% | +67.0% | +106.3% | +97.1% |
| 5Y | +62.4% | +72.9% | -10.5% | +13.3% |
| 10Y | +249.6% | +371.3% | -121.7% | +43.5% |
| All | +316.4% | +621.7% | -305.3% | +50.7% |
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 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