+57.1%
DRI vs CLBK
+55.4%
+1.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -1.2% | +1.1% | -2.4% | -1.5% |
| 30D | -0.4% | +7.8% | -8.2% | -2.0% |
| 3M | +9.5% | +23.9% | -14.4% | +4.5% |
| 6M | +6.5% | +42.3% | -35.9% | -1.6% |
| YTD | +18.4% | +65.4% | -47.0% | +5.7% |
| 1Y | +4.2% | +70.3% | -66.1% | -7.8% |
| 3Y | +57.1% | +54.5% | +2.6% | +37.8% |
| All | +57.1% | +55.4% | +1.7% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling