+246.7%
CB vs DG
+119.6%
+127.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +0.7% | +5.2% | -4.5% | -0.1% |
| 30D | +8.2% | +7.9% | +0.3% | +7.0% |
| 3M | +6.3% | +12.7% | -6.4% | +4.3% |
| 6M | +16.2% | +22.4% | -6.2% | +12.5% |
| YTD | +19.3% | +5.4% | +13.9% | +17.6% |
| 1Y | +29.2% | +39.4% | -10.2% | +21.7% |
| 3Y | +71.4% | +24.1% | +47.3% | +58.7% |
| 5Y | +104.2% | -32.2% | +136.4% | +113.8% |
| 10Y | +246.7% | +111.8% | +134.9% | +200.9% |
| All | +246.7% | +119.6% | +127.1% | +200.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling