+34.3%
CP vs DRI
+72.9%
-38.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | +0.2% | +3.8% | -3.7% | -1.1% |
| 3M | +2.6% | +13.0% | -10.4% | -1.5% |
| 6M | +6.0% | +8.3% | -2.3% | +2.9% |
| YTD | +24.9% | +20.6% | +4.3% | +17.0% |
| 1Y | +20.1% | +6.5% | +13.7% | +16.6% |
| 3Y | +16.4% | +53.7% | -37.3% | -0.8% |
| All | +34.3% | +72.9% | -38.6% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling