+107.8%
CB vs DG
-35.8%
+143.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +2.9% | +0.3% | +2.6% | +2.9% |
| 30D | +7.3% | +3.2% | +4.1% | +7.0% |
| 3M | +9.4% | +10.4% | -1.0% | +8.5% |
| 6M | +19.6% | +33.2% | -13.5% | +17.0% |
| YTD | +21.5% | +3.0% | +18.5% | +20.7% |
| 1Y | +28.0% | +31.2% | -3.2% | +24.7% |
| 3Y | +74.9% | +21.8% | +53.0% | +67.6% |
| All | +107.8% | -35.8% | +143.6% | +117.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling