+73.4%
CL vs DG
+122.0%
-48.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.6% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | +11.4% | +9.5% | +1.8% | +9.4% |
| 3M | +4.4% | +5.5% | -1.0% | +3.2% |
| 6M | +10.8% | +16.1% | -5.3% | +7.3% |
| YTD | +25.1% | +2.7% | +22.5% | +23.7% |
| 1Y | +28.0% | +42.1% | -14.1% | +18.6% |
| 3Y | +37.6% | +19.3% | +18.4% | +26.6% |
| 5Y | +39.7% | -35.3% | +75.0% | +47.7% |
| All | +73.4% | +122.0% | -48.6% | +49.9% |
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