+3,351.0%
CB vs DGX
+9,743.1%
-6,392.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +1.6% | +1.4% | +2.5% |
| 30D | +7.3% | +11.2% | -3.9% | +4.1% |
| 3M | +9.4% | +10.4% | -1.0% | +6.2% |
| 6M | +19.6% | +37.1% | -17.5% | +9.1% |
| YTD | +21.5% | +52.1% | -30.6% | +7.1% |
| 1Y | +28.0% | +40.7% | -12.7% | +15.4% |
| 3Y | +74.9% | +107.6% | -32.7% | +39.8% |
| 5Y | +108.1% | +90.6% | +17.5% | +68.6% |
| 10Y | +251.8% | +287.9% | -36.1% | +126.9% |
| All | +3,351.0% | +9,743.1% | -6,392.2% | +1,218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling