+1,001.7%
CI vs DG
+632.1%
+369.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -1.3% | -3.0% | +1.7% | -0.7% |
| 30D | +6.4% | +8.6% | -2.2% | +4.5% |
| 3M | +10.7% | +15.0% | -4.4% | +7.4% |
| 6M | +5.5% | +32.7% | -27.2% | -1.0% |
| YTD | +11.4% | +5.5% | +5.9% | +9.1% |
| 1Y | +15.0% | +34.6% | -19.6% | +6.5% |
| 3Y | +9.0% | +24.2% | -15.3% | -1.7% |
| 5Y | +52.0% | -32.3% | +84.2% | +56.8% |
| 10Y | +150.9% | +111.1% | +39.8% | +91.3% |
| All | +1,001.7% | +632.1% | +369.6% | +493.8% |
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 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