+280.5%
CG vs DD
+254.4%
+26.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -1.2% |
| 7D | -1.2% | +4.6% | -5.8% | -3.9% |
| 30D | +5.0% | +11.8% | -6.8% | -1.4% |
| 3M | -18.2% | +2.2% | -20.4% | -19.5% |
| 6M | -20.7% | -1.6% | -19.1% | -20.5% |
| YTD | -31.4% | +23.0% | -54.4% | -39.8% |
| 1Y | -22.3% | +26.9% | -49.2% | -32.9% |
| 3Y | +50.2% | +77.9% | -27.7% | +5.6% |
| 5Y | -22.1% | +59.9% | -81.9% | -42.3% |
| 10Y | +295.5% | +90.1% | +205.5% | +139.0% |
| All | +280.5% | +254.4% | +26.1% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling