+84.9%
CL vs DRI
+343.2%
-258.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | +2.6% | +4.2% | -1.6% | +2.1% |
| 30D | +11.8% | +15.7% | -3.9% | +9.9% |
| 3M | +5.9% | +5.8% | +0.1% | +5.2% |
| 6M | +13.3% | +18.4% | -5.1% | +11.0% |
| YTD | +27.1% | +28.2% | -1.1% | +23.3% |
| 1Y | +28.0% | +35.9% | -7.9% | +23.4% |
| 3Y | +39.4% | +67.7% | -28.4% | +30.6% |
| 5Y | +40.8% | +77.9% | -37.1% | +30.1% |
| 10Y | +84.9% | +338.7% | -253.8% | +65.5% |
| All | +84.9% | +343.2% | -258.4% | +65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling