+32.2%
CP vs DRI
+36.0%
-3.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | +9.6% | +14.7% | -5.1% | +6.4% |
| 3M | +2.2% | +5.4% | -3.2% | +0.8% |
| 6M | +11.1% | +18.8% | -7.7% | +6.2% |
| YTD | +28.2% | +28.4% | -0.2% | +18.0% |
| 1Y | +32.2% | +37.7% | -5.5% | +16.8% |
| All | +32.2% | +36.0% | -3.9% | +16.8% |
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