+150.3%
CI vs DG
+119.6%
+30.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.1% | +2.5% |
| 7D | +2.6% | +5.2% | -2.6% | +1.6% |
| 30D | +7.3% | +7.9% | -0.6% | +5.7% |
| 3M | +9.5% | +12.7% | -3.2% | +6.8% |
| 6M | +6.4% | +22.4% | -16.0% | +1.8% |
| YTD | +12.0% | +5.4% | +6.6% | +9.9% |
| 1Y | +20.1% | +39.4% | -19.3% | +10.9% |
| 3Y | +9.6% | +24.1% | -14.5% | -0.9% |
| 5Y | +52.7% | -32.2% | +84.9% | +60.0% |
| 10Y | +150.3% | +111.8% | +38.5% | +94.8% |
| All | +150.3% | +119.6% | +30.7% | +94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling