+583.4%
DG vs CPB
+11.8%
+571.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +2.5% |
| 7D | +8.4% | -8.6% | +17.0% | +11.2% |
| 30D | +4.9% | -7.2% | +12.2% | +7.2% |
| 3M | +29.3% | +0.9% | +28.4% | +28.7% |
| 6M | -11.3% | -11.8% | +0.5% | -8.3% |
| YTD | +1.8% | -19.4% | +21.2% | +7.7% |
| 1Y | +25.3% | -30.4% | +55.7% | +38.0% |
| 3Y | +9.1% | -40.2% | +49.2% | +24.7% |
| 5Y | -34.9% | -39.5% | +4.6% | -25.9% |
| 10Y | +108.2% | -47.4% | +155.5% | +140.4% |
| All | +583.4% | +11.8% | +571.6% | +492.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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