+49.3%
CI vs DRI
+78.5%
-29.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.6% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | +4.9% | +10.8% | -6.0% | +2.8% |
| 3M | +7.4% | +0.9% | +6.5% | +7.1% |
| 6M | +0.4% | +16.3% | -15.9% | -2.9% |
| YTD | +9.5% | +27.8% | -18.3% | +3.6% |
| 1Y | +12.0% | +33.9% | -21.9% | +4.9% |
| 3Y | +7.1% | +67.2% | -60.1% | -5.3% |
| 5Y | +49.3% | +79.0% | -29.7% | +31.2% |
| All | +49.3% | +78.5% | -29.2% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling