+59.6%
DRI vs CPB
-40.7%
+100.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.1% |
| 7D | +0.6% | -8.6% | +9.2% | +1.8% |
| 30D | +3.8% | -7.2% | +11.1% | +4.9% |
| 3M | +13.0% | +0.9% | +12.1% | +12.7% |
| 6M | +8.3% | -11.8% | +20.1% | +9.9% |
| YTD | +20.6% | -19.4% | +40.0% | +23.6% |
| 1Y | +6.5% | -30.4% | +36.8% | +11.4% |
| All | +59.6% | -40.7% | +100.3% | +70.9% |
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