+7.0%
CI vs DG
+21.7%
-14.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | +2.6% | +3.2% | -0.7% | +2.2% |
| 3M | +7.4% | +10.4% | -3.0% | +6.4% |
| 6M | -0.1% | +33.2% | -33.3% | -2.8% |
| YTD | +9.7% | +3.0% | +6.8% | +9.0% |
| 1Y | +12.1% | +31.2% | -19.1% | +8.7% |
| 3Y | +7.0% | +21.8% | -14.8% | +6.8% |
| All | +7.0% | +21.7% | -14.7% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling