+97.0%
CFG vs DGX
+64.0%
+33.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.6% | -2.2% | +1.6% | +0.1% |
| 30D | -4.5% | -0.9% | -3.6% | -4.3% |
| 3M | +6.3% | +15.6% | -9.3% | +1.4% |
| 6M | +20.6% | +17.8% | +2.8% | +14.2% |
| YTD | +21.2% | +37.5% | -16.2% | +8.6% |
| 1Y | +38.2% | +31.2% | +7.0% | +25.5% |
| 3Y | +185.9% | +96.6% | +89.3% | +119.3% |
| 5Y | +97.0% | +64.9% | +32.1% | +43.3% |
| All | +97.0% | +64.0% | +33.0% | +43.3% |
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