-25.6%
CG vs DRI
+6.9%
-32.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -4.3% | +0.6% | -4.9% | -4.5% |
| 30D | -5.1% | +3.8% | -8.9% | -6.5% |
| 3M | +8.7% | +13.0% | -4.3% | +3.7% |
| 6M | -9.2% | +8.3% | -17.5% | -12.4% |
| YTD | -18.9% | +20.6% | -39.5% | -24.2% |
| 1Y | -25.6% | +6.5% | -32.1% | -31.7% |
| All | -25.6% | +6.9% | -32.6% | -31.7% |
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