+30.9%
CL vs DG
+9.1%
+21.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.6% |
| 7D | -2.2% | +8.4% | -10.6% | -3.1% |
| 30D | -4.8% | +4.9% | -9.8% | -5.4% |
| 3M | +4.9% | +29.3% | -24.4% | +2.1% |
| 6M | -5.7% | -11.3% | +5.5% | -5.1% |
| YTD | +14.4% | +1.8% | +12.6% | +13.8% |
| 1Y | +8.7% | +25.3% | -16.6% | +6.1% |
| All | +30.9% | +9.1% | +21.8% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling