+38.4%
CFG vs DGX
+29.3%
+9.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.6% |
| 7D | -1.7% | -3.5% | +1.8% | -1.3% |
| 30D | -4.6% | -2.7% | -1.9% | -4.3% |
| 3M | +7.9% | +13.9% | -6.0% | +6.0% |
| 6M | +19.9% | +16.0% | +3.8% | +17.4% |
| YTD | +21.7% | +34.9% | -13.2% | +16.5% |
| 1Y | +38.4% | +30.6% | +7.9% | +33.0% |
| All | +38.4% | +29.3% | +9.2% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling