+32.2%
CB vs DG
+45.3%
-13.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.5% | -6.4% | +1.4% |
| 7D | +5.3% | +12.3% | -7.0% | +4.2% |
| 30D | +13.2% | +19.3% | -6.1% | +11.9% |
| 3M | +7.8% | +11.9% | -4.1% | +6.8% |
| 6M | +15.8% | +25.0% | -9.2% | +14.4% |
| YTD | +21.0% | +8.7% | +12.2% | +19.1% |
| 1Y | +32.2% | +44.7% | -12.5% | +26.4% |
| All | +32.2% | +45.3% | -13.1% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling