+8.3%
DRI vs CRL
+63.9%
-55.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.4% |
| 7D | +0.6% | -1.0% | +1.6% | +0.7% |
| 30D | +3.8% | +10.7% | -6.8% | +3.1% |
| 3M | +13.0% | +55.3% | -42.3% | +9.7% |
| 6M | +8.3% | +60.7% | -52.3% | +4.3% |
| All | +8.3% | +63.9% | -55.6% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 6mo: compounded portfolio wealth divided by compounded CRL 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…
6mo analysis · Full analysis span regression · 6 months rolling