+67.0%
DRI vs CPB
-36.0%
+102.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | +2.8% | +8.0% | -5.2% | +1.6% |
| 30D | +13.3% | +22.4% | -9.1% | +9.9% |
| 3M | +8.2% | +2.5% | +5.7% | +7.5% |
| 6M | +17.5% | +12.2% | +5.3% | +15.2% |
| YTD | +26.9% | -12.8% | +39.7% | +28.3% |
| 1Y | +31.6% | -19.2% | +50.7% | +34.5% |
| 3Y | +67.0% | -35.6% | +102.5% | +76.5% |
| All | +67.0% | -36.0% | +102.9% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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