+973.0%
CI vs DG
+612.5%
+360.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -2.0% |
| 7D | -1.6% | +1.1% | -2.7% | -1.8% |
| 30D | +5.4% | +9.5% | -4.1% | +3.4% |
| 3M | +7.3% | +5.5% | +1.8% | +5.9% |
| 6M | +5.3% | +16.1% | -10.8% | +1.5% |
| YTD | +8.5% | +2.7% | +5.8% | +6.8% |
| 1Y | +17.1% | +42.1% | -25.0% | +7.1% |
| 3Y | +1.4% | +19.3% | -17.8% | -7.7% |
| 5Y | +50.5% | -35.3% | +85.8% | +57.0% |
| 10Y | +168.5% | +123.9% | +44.6% | +101.7% |
| All | +973.0% | +612.5% | +360.5% | +481.6% |
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