+894.8%
CB vs DG
+612.5%
+282.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.3% |
| 7D | +0.2% | +1.1% | -0.8% | 0.0% |
| 30D | +9.1% | +9.5% | -0.4% | +7.5% |
| 3M | +3.4% | +5.5% | -2.0% | +2.4% |
| 6M | +14.1% | +16.1% | -2.0% | +11.1% |
| YTD | +18.0% | +2.7% | +15.3% | +16.6% |
| 1Y | +30.1% | +42.1% | -12.0% | +22.0% |
| 3Y | +71.8% | +19.3% | +52.5% | +60.2% |
| 5Y | +101.8% | -35.3% | +137.2% | +109.1% |
| 10Y | +252.1% | +123.9% | +128.2% | +190.7% |
| All | +894.8% | +612.5% | +282.3% | +552.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling