-3.6%
CNC vs DG
+4.6%
-8.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.6% |
| 7D | -4.9% | -4.8% | 0.0% | -4.5% |
| 30D | -3.8% | +1.8% | -5.5% | -3.9% |
| 3M | -3.2% | +14.5% | -17.7% | -4.5% |
| 6M | +47.9% | -13.6% | +61.4% | +49.8% |
| YTD | +55.7% | -4.8% | +60.5% | +56.3% |
| 1Y | +106.2% | +21.6% | +84.7% | +102.2% |
| All | -3.6% | +4.6% | -8.2% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling