+926.8%
CI vs DG
+606.1%
+320.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.6% |
| 7D | +1.3% | +8.4% | -7.1% | -0.4% |
| 30D | +4.4% | +4.9% | -0.5% | +3.4% |
| 3M | +0.7% | +29.3% | -28.7% | -4.8% |
| 6M | +0.3% | -11.3% | +11.6% | +2.2% |
| YTD | +3.8% | +1.8% | +2.1% | +2.5% |
| 1Y | -5.5% | +25.3% | -30.8% | -11.2% |
| 3Y | +8.1% | +9.1% | -1.0% | +0.5% |
| 5Y | +42.8% | -34.9% | +77.7% | +48.7% |
| 10Y | +143.9% | +108.2% | +35.7% | +86.4% |
| All | +926.8% | +606.1% | +320.8% | +458.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling