+134.0%
CNC vs DRI
+6.9%
+127.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | +3.5% | +0.6% | +3.0% | +3.5% |
| 30D | +0.1% | +3.8% | -3.8% | -0.4% |
| 3M | +6.9% | +13.0% | -6.1% | +4.7% |
| 6M | +49.0% | +8.3% | +40.7% | +47.2% |
| YTD | +62.9% | +20.6% | +42.3% | +45.9% |
| 1Y | +134.0% | +6.5% | +127.5% | +117.2% |
| All | +134.0% | +6.9% | +127.0% | +117.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling