+112.7%
DG vs CP
+222.0%
-109.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +8.4% | -2.7% | +11.1% | +9.1% |
| 30D | +4.9% | +0.2% | +4.8% | +4.8% |
| 3M | +29.3% | +2.6% | +26.8% | +28.3% |
| 6M | -11.3% | +6.0% | -17.2% | -12.8% |
| YTD | +1.8% | +24.9% | -23.2% | -4.3% |
| 1Y | +25.3% | +20.1% | +5.2% | +19.0% |
| 3Y | +9.1% | +16.4% | -7.3% | +3.3% |
| 5Y | -34.9% | +31.7% | -66.6% | -41.0% |
| All | +112.7% | +222.0% | -109.3% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling