+583.4%
DG vs CP
+1,035.1%
-451.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +8.4% | -2.7% | +11.1% | +9.0% |
| 30D | +4.9% | +0.2% | +4.8% | +4.8% |
| 3M | +29.3% | +2.6% | +26.8% | +28.4% |
| 6M | -11.3% | +6.0% | -17.2% | -12.6% |
| YTD | +1.8% | +24.9% | -23.2% | -3.5% |
| 1Y | +25.3% | +20.1% | +5.2% | +19.8% |
| 3Y | +9.1% | +16.4% | -7.3% | +4.0% |
| 5Y | -34.9% | +31.7% | -66.6% | -40.1% |
| 10Y | +108.2% | +223.9% | -115.7% | +54.9% |
| All | +583.4% | +1,035.1% | -451.7% | +255.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling