+47.7%
CI vs DRI
+74.0%
-26.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.4% |
| 7D | -1.6% | +2.8% | -4.4% | -2.1% |
| 30D | +5.4% | +13.3% | -7.8% | +2.9% |
| 3M | +7.3% | +8.2% | -0.9% | +5.5% |
| 6M | +5.3% | +17.5% | -12.2% | +1.7% |
| YTD | +8.5% | +26.9% | -18.4% | +2.9% |
| 1Y | +17.1% | +31.6% | -14.5% | +10.2% |
| 3Y | +1.4% | +67.0% | -65.5% | -10.2% |
| All | +47.7% | +74.0% | -26.3% | +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