+95.2%
CNC vs DG
+101.8%
-6.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | -0.9% | -6.5% | +5.6% | +0.3% |
| 30D | -1.0% | +4.2% | -5.1% | -1.7% |
| 3M | +4.5% | +9.5% | -5.0% | +2.5% |
| 6M | +85.2% | -13.1% | +98.4% | +89.2% |
| YTD | +61.4% | -4.8% | +66.2% | +61.8% |
| 1Y | +94.9% | +20.6% | +74.3% | +85.6% |
| 3Y | 0.0% | +4.9% | -4.9% | -5.7% |
| 5Y | +11.2% | -37.9% | +49.1% | +18.5% |
| All | +95.2% | +101.8% | -6.5% | +57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling