+110.5%
CNC vs DG
+45.3%
+65.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +8.5% | +4.1% | +11.1% |
| 7D | +13.4% | +12.3% | +1.1% | +11.3% |
| 30D | +18.2% | +19.3% | -1.1% | +15.4% |
| 3M | +18.6% | +11.9% | +6.8% | +16.6% |
| 6M | +41.9% | +25.0% | +16.9% | +38.3% |
| YTD | +84.7% | +8.7% | +76.0% | +86.2% |
| 1Y | +110.5% | +44.7% | +65.8% | +103.8% |
| All | +110.5% | +45.3% | +65.2% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling