+41.5%
CL vs DRI
+78.6%
-37.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.8% | -0.7% | 0.0% | -0.7% |
| 30D | +9.5% | +14.7% | -5.2% | +7.5% |
| 3M | +6.8% | +5.4% | +1.3% | +5.9% |
| 6M | +14.3% | +18.8% | -4.6% | +11.4% |
| YTD | +27.0% | +28.4% | -1.4% | +22.5% |
| 1Y | +26.3% | +37.7% | -11.4% | +20.7% |
| 3Y | +39.3% | +68.0% | -28.7% | +29.2% |
| 5Y | +41.5% | +78.8% | -37.3% | +30.4% |
| All | +41.5% | +78.6% | -37.1% | +30.4% |
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