+1,499.1%
CL vs DGX
+9,745.0%
-8,245.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.8% | +1.9% | -2.7% | -1.2% |
| 30D | +9.5% | +12.7% | -3.2% | +7.1% |
| 3M | +6.6% | +9.6% | -3.0% | +4.8% |
| 6M | +13.2% | +37.6% | -24.3% | +6.6% |
| YTD | +26.9% | +52.1% | -25.3% | +17.0% |
| 1Y | +27.6% | +41.3% | -13.7% | +19.3% |
| 3Y | +39.1% | +106.9% | -67.8% | +20.8% |
| 5Y | +41.3% | +90.7% | -49.4% | +23.8% |
| 10Y | +83.9% | +288.0% | -204.1% | +40.2% |
| All | +1,499.1% | +9,745.0% | -8,245.9% | +687.1% |
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 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