+89.6%
CL vs DGX
+279.6%
-190.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.2% | +1.6% | +1.7% | +2.8% |
| 30D | +8.0% | +11.2% | -3.2% | +4.9% |
| 3M | +7.9% | +10.4% | -2.5% | +4.8% |
| 6M | +14.7% | +37.1% | -22.4% | +4.8% |
| YTD | +29.2% | +52.1% | -23.0% | +14.2% |
| 1Y | +29.5% | +40.7% | -11.2% | +17.1% |
| 3Y | +40.7% | +107.6% | -66.9% | +13.4% |
| 5Y | +43.9% | +90.6% | -46.8% | +17.4% |
| All | +89.6% | +279.6% | -190.0% | +27.1% |
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