+140.4%
CI vs DLR
+163.6%
-23.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -2.0% | +3.4% | -5.4% | -2.8% |
| 30D | -1.8% | -2.2% | +0.4% | -1.4% |
| 3M | -4.2% | +4.7% | -9.0% | -5.6% |
| 6M | +2.7% | +9.0% | -6.3% | +0.2% |
| YTD | +1.9% | +24.1% | -22.2% | -3.7% |
| 1Y | -6.3% | +20.9% | -27.2% | -11.3% |
| 3Y | +3.9% | +60.0% | -56.2% | -11.8% |
| 5Y | +41.9% | +35.3% | +6.6% | +26.0% |
| 10Y | +140.4% | +165.8% | -25.4% | +69.5% |
| All | +140.4% | +163.6% | -23.2% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DLR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling