+50.6%
CI vs DGX
+59.5%
-8.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.5% |
| 7D | -1.3% | -3.5% | +2.1% | -0.4% |
| 30D | +3.1% | -2.7% | +5.8% | +3.9% |
| 3M | -4.5% | +13.9% | -18.4% | -8.2% |
| 6M | +8.3% | +16.0% | -7.8% | +3.4% |
| YTD | +3.8% | +34.9% | -31.1% | -5.6% |
| 1Y | -5.0% | +30.6% | -35.6% | -12.8% |
| 3Y | +5.8% | +93.0% | -87.2% | -15.3% |
| 5Y | +50.6% | +64.4% | -13.8% | +20.5% |
| All | +50.6% | +59.5% | -8.9% | +20.5% |
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 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