+257.6%
CP vs DRI
+370.8%
-113.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.6% |
| 7D | +2.8% | +3.1% | -0.3% | +1.9% |
| 30D | +11.3% | +16.2% | -4.9% | +6.5% |
| 3M | +2.9% | +8.4% | -5.5% | +0.2% |
| 6M | +9.8% | +19.0% | -9.2% | +3.6% |
| YTD | +28.5% | +28.8% | -0.3% | +18.1% |
| 1Y | +33.5% | +33.1% | +0.4% | +21.4% |
| 3Y | +31.9% | +70.8% | -38.8% | +9.5% |
| 5Y | +25.5% | +74.2% | -48.7% | +2.1% |
| 10Y | +257.6% | +345.5% | -87.9% | +117.6% |
| All | +257.6% | +370.8% | -113.2% | +117.6% |
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