+119.3%
DG vs CP
+261.0%
-141.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.7% |
| 7D | +0.7% | +2.8% | -2.1% | 0.0% |
| 30D | +7.4% | +11.3% | -3.9% | +4.6% |
| 3M | +8.5% | +2.9% | +5.7% | +7.7% |
| 6M | +21.9% | +9.8% | +12.1% | +18.8% |
| YTD | +4.9% | +28.5% | -23.6% | -2.0% |
| 1Y | +40.4% | +33.5% | +6.9% | +29.8% |
| 3Y | +23.5% | +31.9% | -8.4% | +13.2% |
| 5Y | -32.3% | +25.5% | -57.8% | -37.9% |
| 10Y | +119.3% | +257.6% | -138.3% | +56.0% |
| All | +119.3% | +261.0% | -141.7% | +56.0% |
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