+43.6%
DE vs CG
-33.8%
+77.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -2.6% | -9.9% | +7.3% | -1.7% |
| 30D | +9.0% | -11.7% | +20.7% | +10.1% |
| 3M | +19.1% | -4.3% | +23.4% | +19.2% |
| 6M | +14.4% | -8.8% | +23.1% | +14.7% |
| YTD | +45.9% | -26.9% | +72.8% | +49.1% |
| 1Y | +43.6% | -35.4% | +79.0% | +52.1% |
| All | +43.6% | -33.8% | +77.4% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling