+28.3%
CL vs DGX
+64.0%
-35.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.3% | -2.2% | -0.1% | -1.7% |
| 30D | -5.5% | -0.9% | -4.6% | -5.3% |
| 3M | +0.8% | +15.6% | -14.8% | -3.5% |
| 6M | -4.2% | +17.8% | -22.0% | -9.0% |
| YTD | +13.4% | +37.5% | -24.0% | +2.8% |
| 1Y | +7.1% | +31.2% | -24.1% | -1.8% |
| 3Y | +29.0% | +96.6% | -67.6% | +4.8% |
| 5Y | +28.3% | +64.9% | -36.6% | +9.9% |
| All | +28.3% | +64.0% | -35.7% | +9.9% |
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 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