+41.3%
CL vs DG
-34.0%
+75.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | -0.8% | -2.5% | +1.7% | -0.4% |
| 30D | +9.5% | +7.7% | +1.8% | +8.4% |
| 3M | +6.6% | +13.1% | -6.5% | +4.8% |
| 6M | +13.2% | +32.0% | -18.8% | +9.0% |
| YTD | +26.9% | +3.3% | +23.5% | +25.7% |
| 1Y | +27.6% | +31.7% | -4.0% | +22.6% |
| 3Y | +39.1% | +21.7% | +17.4% | +30.8% |
| 5Y | +41.3% | -34.7% | +76.0% | +50.3% |
| All | +41.3% | -34.0% | +75.3% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling