0.0%
CNC vs DG
+4.6%
-4.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.4% |
| 7D | -0.9% | -6.5% | +5.6% | -0.3% |
| 30D | -1.0% | +4.2% | -5.1% | -1.3% |
| 3M | +4.5% | +9.5% | -5.0% | +3.6% |
| 6M | +85.2% | -13.1% | +98.4% | +87.6% |
| YTD | +61.4% | -4.8% | +66.2% | +62.1% |
| 1Y | +94.9% | +20.6% | +74.3% | +91.3% |
| 3Y | 0.0% | +4.9% | -4.9% | -5.0% |
| All | 0.0% | +4.6% | -4.6% | -5.0% |
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