+37.6%
CL vs DRI
+66.4%
-28.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.0% |
| 7D | +1.3% | +2.8% | -1.5% | +0.9% |
| 30D | +11.4% | +13.3% | -1.9% | +9.4% |
| 3M | +4.4% | +8.2% | -3.8% | +3.2% |
| 6M | +10.8% | +17.5% | -6.8% | +8.1% |
| YTD | +25.1% | +26.9% | -1.8% | +20.9% |
| 1Y | +28.0% | +31.6% | -3.6% | +23.1% |
| 3Y | +37.6% | +67.0% | -29.3% | +27.7% |
| All | +37.6% | +66.4% | -28.8% | +27.7% |
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