+999.1%
DE vs CG
+351.2%
+648.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +10.0% | -4.3% | +14.3% | +11.4% |
| 30D | +13.3% | -5.1% | +18.4% | +14.7% |
| 3M | +17.5% | +8.7% | +8.8% | +14.0% |
| 6M | +13.6% | -9.2% | +22.8% | +15.7% |
| YTD | +49.8% | -18.9% | +68.6% | +56.7% |
| 1Y | +47.9% | -25.6% | +73.5% | +58.1% |
| 3Y | +72.5% | +57.3% | +15.3% | +40.0% |
| 5Y | +90.2% | +10.2% | +80.1% | +65.5% |
| 10Y | +865.4% | +364.2% | +501.2% | +449.9% |
| All | +999.1% | +351.2% | +648.0% | +514.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling