+189.0%
CDE vs DG
-37.9%
+226.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.9% |
| 7D | -3.1% | -6.5% | +3.4% | -1.8% |
| 30D | +9.5% | +4.2% | +5.3% | +8.5% |
| 3M | +25.5% | +9.5% | +16.0% | +22.4% |
| 6M | -7.9% | -13.1% | +5.2% | -5.7% |
| YTD | +15.6% | -4.8% | +20.4% | +16.1% |
| 1Y | +34.0% | +20.6% | +13.4% | +27.7% |
| 3Y | +791.9% | +4.9% | +787.0% | +754.4% |
| All | +189.0% | -37.9% | +226.9% | +225.5% |
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