+223.5%
CL vs DG
+606.1%
-382.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.7% |
| 7D | -2.2% | +8.4% | -10.6% | -3.6% |
| 30D | -4.8% | +4.9% | -9.8% | -5.7% |
| 3M | +4.9% | +29.3% | -24.4% | +0.2% |
| 6M | -5.7% | -11.3% | +5.5% | -4.2% |
| YTD | +14.4% | +1.8% | +12.6% | +13.4% |
| 1Y | +8.7% | +25.3% | -16.6% | +3.6% |
| 3Y | +30.0% | +9.1% | +20.9% | +22.8% |
| 5Y | +28.4% | -34.9% | +63.2% | +32.8% |
| 10Y | +50.1% | +108.2% | -58.1% | +26.8% |
| All | +223.5% | +606.1% | -382.6% | +129.4% |
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