-7.4%
CDE vs DG
-13.1%
+5.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +1.7% |
| 7D | -2.0% | -4.8% | +2.9% | -1.8% |
| 30D | +15.7% | +1.8% | +13.9% | +15.6% |
| 3M | +30.5% | +14.5% | +16.0% | +26.9% |
| 6M | -7.4% | -13.6% | +6.2% | -3.2% |
| All | -7.4% | -13.1% | +5.7% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling