+33.0%
CP vs DRI
+31.8%
+1.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +2.8% | +4.2% | -1.4% | +1.9% |
| 30D | +11.0% | +15.7% | -4.6% | +7.6% |
| 3M | +3.8% | +5.8% | -1.9% | +2.4% |
| 6M | +9.5% | +18.4% | -8.9% | +4.8% |
| YTD | +28.2% | +28.2% | 0.0% | +18.4% |
| 1Y | +33.0% | +35.9% | -3.0% | +18.9% |
| All | +33.0% | +31.8% | +1.1% | +18.9% |
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