+15.0%
CI vs DRI
+36.0%
-21.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | +6.4% | +14.7% | -8.3% | +3.9% |
| 3M | +10.7% | +5.4% | +5.2% | +9.5% |
| 6M | +5.5% | +18.8% | -13.4% | +2.1% |
| YTD | +11.4% | +28.4% | -17.0% | +3.1% |
| 1Y | +15.0% | +37.7% | -22.6% | +2.3% |
| All | +15.0% | +36.0% | -21.0% | +2.3% |
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