+53.4%
CL vs DG
+105.6%
-52.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.3% |
| 7D | -1.4% | -2.5% | +1.1% | -0.9% |
| 30D | -5.2% | +1.0% | -6.2% | -5.5% |
| 3M | +3.3% | +20.3% | -17.0% | -0.4% |
| 6M | -4.4% | -11.7% | +7.4% | -2.6% |
| YTD | +13.9% | -2.3% | +16.2% | +13.7% |
| 1Y | +7.6% | +20.0% | -12.4% | +2.9% |
| 3Y | +29.6% | +7.2% | +22.3% | +21.8% |
| 5Y | +28.1% | -37.9% | +66.0% | +36.3% |
| 10Y | +53.4% | +107.3% | -53.9% | +28.7% |
| All | +53.4% | +105.6% | -52.3% | +28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling