+42.5%
CI vs DG
-35.0%
+77.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | +1.3% | +8.4% | -7.1% | +0.3% |
| 30D | +4.4% | +4.9% | -0.5% | +3.8% |
| 3M | +0.7% | +29.3% | -28.7% | -2.5% |
| 6M | +0.3% | -11.3% | +11.6% | +1.5% |
| YTD | +3.8% | +1.8% | +2.1% | +3.1% |
| 1Y | -5.5% | +25.3% | -30.8% | -8.9% |
| 3Y | +8.1% | +9.1% | -1.0% | +3.2% |
| All | +42.5% | -35.0% | +77.5% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling