+604.7%
DG vs CPB
+21.1%
+583.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.6% |
| 7D | +0.7% | +3.3% | -2.6% | -0.3% |
| 30D | +7.4% | +19.0% | -11.6% | +2.0% |
| 3M | +8.5% | +0.4% | +8.1% | +8.1% |
| 6M | +21.9% | +13.0% | +8.9% | +17.1% |
| YTD | +4.9% | -12.7% | +17.7% | +8.2% |
| 1Y | +40.4% | -20.9% | +61.3% | +48.8% |
| 3Y | +23.5% | -35.4% | +58.9% | +37.9% |
| 5Y | -32.3% | -32.3% | 0.0% | -25.5% |
| 10Y | +119.3% | -40.5% | +159.9% | +144.0% |
| All | +604.7% | +21.1% | +583.6% | +495.3% |
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