+97.9%
CB vs DGX
+66.8%
+31.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | -0.7% | -0.9% | +0.2% | -0.4% |
| 30D | -1.2% | -1.2% | 0.0% | -0.9% |
| 3M | +3.8% | +15.8% | -12.0% | -0.3% |
| 6M | +5.8% | +18.2% | -12.4% | +0.9% |
| YTD | +9.4% | +37.2% | -27.8% | +0.1% |
| 1Y | +20.7% | +30.4% | -9.7% | +11.8% |
| 3Y | +70.1% | +96.7% | -26.7% | +40.9% |
| All | +97.9% | +66.8% | +31.2% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling