+26.3%
CL vs DRI
+36.0%
-9.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.8% | -0.7% | 0.0% | -0.6% |
| 30D | +9.5% | +14.7% | -5.2% | +6.7% |
| 3M | +6.8% | +5.4% | +1.3% | +5.5% |
| 6M | +14.3% | +18.8% | -4.6% | +10.0% |
| YTD | +27.0% | +28.4% | -1.4% | +22.0% |
| 1Y | +26.3% | +37.7% | -11.4% | +19.5% |
| All | +26.3% | +36.0% | -9.7% | +19.5% |
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 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