+243.0%
CB vs DG
+128.5%
+114.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | +6.5% | +7.4% | -0.9% | +5.4% |
| 3M | +4.1% | +8.5% | -4.4% | +2.7% |
| 6M | +14.4% | +21.9% | -7.5% | +10.8% |
| YTD | +17.5% | +4.9% | +12.6% | +15.8% |
| 1Y | +27.5% | +40.4% | -12.9% | +20.0% |
| 3Y | +71.6% | +23.5% | +48.1% | +58.9% |
| 5Y | +100.6% | -32.3% | +132.9% | +109.9% |
| 10Y | +243.0% | +119.3% | +123.7% | +198.3% |
| All | +243.0% | +128.5% | +114.5% | +198.3% |
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