+30.0%
CL vs DRI
+72.9%
-42.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | -2.2% | +0.6% | -2.8% | -2.3% |
| 30D | -4.8% | +3.8% | -8.7% | -5.4% |
| 3M | +4.9% | +13.0% | -8.1% | +3.1% |
| 6M | -5.7% | +8.3% | -14.0% | -6.9% |
| YTD | +14.4% | +20.6% | -6.2% | +11.4% |
| 1Y | +8.7% | +6.5% | +2.3% | +7.4% |
| 3Y | +30.0% | +53.7% | -23.7% | +22.4% |
| All | +30.0% | +72.9% | -42.8% | +19.7% |
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 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