+60.4%
CFG vs DGX
+90.8%
-30.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.2% | +1.6% | +1.6% | +2.7% |
| 30D | +5.1% | +11.2% | -6.1% | +1.7% |
| 3M | -11.2% | +10.4% | -21.6% | -14.0% |
| 6M | +9.6% | +37.1% | -27.5% | -1.0% |
| YTD | +15.0% | +52.1% | -37.1% | -0.3% |
| 1Y | +29.9% | +40.7% | -10.9% | +15.7% |
| 3Y | +192.1% | +107.6% | +84.5% | +120.9% |
| All | +60.4% | +90.8% | -30.5% | +11.0% |
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 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