+101.0%
CB vs DG
-35.0%
+136.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.0% |
| 7D | +0.5% | +8.4% | -7.9% | -0.1% |
| 30D | -3.1% | +4.9% | -8.0% | -3.5% |
| 3M | +9.0% | +29.3% | -20.4% | +6.9% |
| 6M | +2.9% | -11.3% | +14.1% | +3.5% |
| YTD | +10.1% | +1.8% | +8.4% | +9.6% |
| 1Y | +22.8% | +25.3% | -2.5% | +20.0% |
| 3Y | +73.8% | +9.1% | +64.7% | +69.3% |
| All | +101.0% | -35.0% | +136.0% | +111.0% |
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