+250.9%
CP vs DRI
+367.2%
-116.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | +2.8% | +2.8% | 0.0% | +1.9% |
| 30D | +10.2% | +13.3% | -3.0% | +6.2% |
| 3M | +2.4% | +8.2% | -5.8% | -0.3% |
| 6M | +7.7% | +17.5% | -9.9% | +2.0% |
| YTD | +26.0% | +26.9% | -0.9% | +16.3% |
| 1Y | +34.6% | +31.6% | +3.1% | +22.9% |
| 3Y | +26.7% | +67.0% | -40.3% | +5.9% |
| 5Y | +24.9% | +72.9% | -48.0% | +1.9% |
| All | +250.9% | +367.2% | -116.2% | +116.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling