+45.0%
CG vs DRI
+68.2%
-23.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | +0.2% | +1.1% | -0.9% | -0.3% |
| 30D | +11.2% | +9.7% | +1.5% | +6.7% |
| 3M | -22.1% | +3.2% | -25.3% | -23.3% |
| 6M | -17.9% | +20.6% | -38.5% | -25.8% |
| YTD | -31.3% | +28.3% | -59.5% | -40.3% |
| 1Y | -24.0% | +34.5% | -58.5% | -35.8% |
| 3Y | +45.0% | +66.5% | -21.6% | +9.9% |
| All | +45.0% | +68.2% | -23.2% | +9.9% |
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