-1.9%
CDE vs DG
+560.3%
-562.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.2% |
| 7D | -2.0% | -4.8% | +2.9% | -0.9% |
| 30D | +15.7% | +1.8% | +13.9% | +15.1% |
| 3M | +30.5% | +14.5% | +16.0% | +25.9% |
| 6M | -7.4% | -13.6% | +6.2% | -5.1% |
| YTD | +17.9% | -4.8% | +22.8% | +18.3% |
| 1Y | +46.7% | +21.6% | +25.1% | +38.8% |
| 3Y | +851.3% | +4.5% | +846.8% | +804.3% |
| 5Y | +202.9% | -38.5% | +241.4% | +221.9% |
| 10Y | +58.2% | +102.2% | -44.0% | +41.1% |
| All | -1.9% | +560.3% | -562.1% | -41.2% |
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 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