+1,341.8%
CL vs DGX
+8,858.2%
-7,516.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.3% |
| 7D | -2.2% | -2.3% | +0.1% | -1.8% |
| 30D | -4.8% | +0.6% | -5.4% | -4.9% |
| 3M | +4.9% | +21.4% | -16.5% | +1.1% |
| 6M | -5.7% | +14.7% | -20.4% | -8.3% |
| YTD | +14.4% | +38.4% | -24.1% | +7.4% |
| 1Y | +8.7% | +34.0% | -25.2% | +2.7% |
| 3Y | +30.0% | +92.7% | -62.7% | +14.4% |
| 5Y | +28.4% | +67.7% | -39.3% | +15.1% |
| 10Y | +50.1% | +248.0% | -197.9% | +16.8% |
| All | +1,341.8% | +8,858.2% | -7,516.5% | +622.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling