+42.1%
DG vs CP
+32.2%
+9.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.5% |
| 7D | +1.1% | +2.8% | -1.7% | +0.3% |
| 30D | +9.5% | +10.2% | -0.7% | +6.6% |
| 3M | +5.5% | +2.4% | +3.1% | +4.4% |
| 6M | +16.1% | +7.7% | +8.4% | +13.0% |
| YTD | +2.7% | +26.0% | -23.3% | -2.3% |
| 1Y | +42.1% | +34.6% | +7.5% | +32.2% |
| All | +42.1% | +32.2% | +9.9% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling