+3.5%
CI vs DGX
+96.8%
-93.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -1.1% | -2.2% | +1.1% | -0.6% |
| 30D | +0.5% | -0.9% | +1.4% | +0.6% |
| 3M | -5.2% | +15.6% | -20.8% | -8.2% |
| 6M | +4.3% | +17.8% | -13.5% | +0.4% |
| YTD | +2.8% | +37.5% | -34.7% | -4.9% |
| 1Y | -5.8% | +31.2% | -37.0% | -11.8% |
| All | +3.5% | +96.8% | -93.3% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling