+86.2%
CL vs DGX
+279.7%
-193.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.8% | +1.9% | -2.7% | -1.3% |
| 30D | +9.5% | +12.7% | -3.2% | +5.9% |
| 3M | +6.6% | +9.6% | -3.0% | +3.8% |
| 6M | +13.2% | +37.6% | -24.3% | +3.3% |
| YTD | +26.9% | +52.1% | -25.3% | +12.2% |
| 1Y | +27.6% | +41.3% | -13.7% | +15.2% |
| 3Y | +39.1% | +106.9% | -67.8% | +12.2% |
| 5Y | +41.3% | +90.7% | -49.4% | +15.3% |
| All | +86.2% | +279.7% | -193.5% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling