-14.1%
CG vs DRI
+34.0%
-48.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.1% | -0.6% | +3.0% |
| 7D | +9.4% | +6.5% | +3.0% | +7.4% |
| 30D | +8.7% | +16.4% | -7.7% | +4.2% |
| 3M | -15.0% | +13.6% | -28.6% | -18.6% |
| 6M | -13.2% | +22.0% | -35.2% | -19.6% |
| YTD | -26.2% | +29.3% | -55.4% | -33.1% |
| 1Y | -14.1% | +32.0% | -46.1% | -22.8% |
| All | -14.1% | +34.0% | -48.1% | -22.8% |
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