+22.2%
DG vs CP
+37.0%
-14.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -2.9% | -2.3% |
| 7D | -2.5% | +0.9% | -3.4% | -2.7% |
| 30D | +7.7% | +10.3% | -2.7% | +5.2% |
| 3M | +13.1% | +2.3% | +10.8% | +12.3% |
| 6M | +32.0% | +10.7% | +21.3% | +28.6% |
| YTD | +3.3% | +29.3% | -26.0% | -2.7% |
| 1Y | +31.7% | +31.5% | +0.2% | +23.4% |
| All | +22.2% | +37.0% | -14.8% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling