+1,993.2%
CL vs DRI
+8,061.0%
-6,067.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.1% |
| 7D | +5.9% | +3.7% | +2.2% | +5.4% |
| 30D | +13.8% | +13.5% | +0.3% | +11.6% |
| 3M | +6.4% | +10.4% | -4.0% | +4.7% |
| 6M | +15.6% | +19.5% | -3.9% | +12.3% |
| YTD | +27.9% | +28.2% | -0.3% | +22.7% |
| 1Y | +31.4% | +31.0% | +0.4% | +25.6% |
| 3Y | +41.4% | +67.1% | -25.7% | +29.1% |
| 5Y | +42.8% | +74.7% | -31.9% | +28.1% |
| 10Y | +79.7% | +376.2% | -296.5% | +28.6% |
| All | +1,993.2% | +8,061.0% | -6,067.7% | +728.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling