+280.5%
CG vs DRI
+684.8%
-404.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.2% |
| 7D | -1.2% | +2.8% | -4.0% | -2.4% |
| 30D | +5.0% | +13.3% | -8.2% | -0.7% |
| 3M | -18.2% | +8.2% | -26.4% | -21.4% |
| 6M | -20.7% | +17.5% | -38.3% | -27.0% |
| YTD | -31.4% | +26.9% | -58.3% | -39.2% |
| 1Y | -22.3% | +31.6% | -53.8% | -32.3% |
| 3Y | +50.2% | +67.0% | -16.8% | +16.5% |
| 5Y | -22.1% | +72.9% | -95.0% | -40.5% |
| 10Y | +295.5% | +371.3% | -75.8% | +86.2% |
| All | +280.5% | +684.8% | -404.3% | +53.2% |
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