+251.7%
CB vs DGX
+279.6%
-28.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +1.6% | +1.4% | +2.4% |
| 30D | +7.3% | +11.2% | -3.9% | +3.6% |
| 3M | +9.4% | +10.4% | -1.0% | +5.7% |
| 6M | +19.6% | +37.1% | -17.5% | +7.5% |
| YTD | +21.5% | +52.1% | -30.6% | +5.0% |
| 1Y | +28.0% | +40.7% | -12.7% | +13.5% |
| 3Y | +74.9% | +107.6% | -32.7% | +34.4% |
| 5Y | +108.1% | +90.6% | +17.5% | +62.0% |
| All | +251.7% | +279.6% | -28.0% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling