+73.0%
CB vs DG
+22.1%
+50.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | +0.5% |
| 7D | 0.0% | -2.5% | +2.5% | +0.1% |
| 30D | +7.4% | +7.7% | -0.3% | +7.1% |
| 3M | +8.6% | +13.1% | -4.5% | +8.1% |
| 6M | +16.1% | +32.0% | -15.9% | +15.2% |
| YTD | +20.2% | +3.3% | +16.9% | +19.7% |
| 1Y | +27.2% | +31.7% | -4.5% | +25.8% |
| All | +73.0% | +22.1% | +50.9% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling