+99.4%
DE vs CG
+2.7%
+96.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.7% |
| 7D | -2.4% | -9.8% | +7.4% | +0.1% |
| 30D | +9.7% | -10.3% | +20.0% | +12.4% |
| 3M | +21.4% | -1.7% | +23.0% | +21.3% |
| 6M | +15.0% | -9.8% | +24.8% | +17.0% |
| YTD | +46.4% | -25.6% | +72.0% | +55.5% |
| 1Y | +45.6% | -32.5% | +78.1% | +58.2% |
| 3Y | +76.8% | +45.6% | +31.1% | +49.8% |
| 5Y | +99.4% | +3.7% | +95.8% | +71.1% |
| All | +99.4% | +2.7% | +96.7% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling