+9.8%
CG vs DD
+61.7%
-51.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.0% |
| 7D | -1.3% | -0.6% | -0.7% | -0.9% |
| 30D | -3.2% | -7.4% | +4.3% | +1.6% |
| 3M | +6.2% | -6.4% | +12.7% | +10.6% |
| 6M | -4.7% | -2.5% | -2.2% | -4.3% |
| YTD | -20.6% | +10.2% | -30.9% | -27.3% |
| 1Y | -26.4% | +36.9% | -63.3% | -42.3% |
| 3Y | +55.4% | +47.0% | +8.4% | +12.3% |
| 5Y | +9.8% | +63.1% | -53.3% | -25.3% |
| All | +9.8% | +61.7% | -51.9% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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