+40.7%
CL vs DRI
+68.1%
-27.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.1% |
| 7D | +5.9% | +3.7% | +2.2% | +5.3% |
| 30D | +13.8% | +13.5% | +0.3% | +11.7% |
| 3M | +6.4% | +10.4% | -4.0% | +4.8% |
| 6M | +15.6% | +19.5% | -3.9% | +12.6% |
| YTD | +27.9% | +28.2% | -0.3% | +23.4% |
| 1Y | +31.4% | +31.0% | +0.4% | +26.4% |
| All | +40.7% | +68.1% | -27.5% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling