+7.2%
CNC vs DG
-38.6%
+45.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.6% |
| 7D | -4.9% | -4.8% | 0.0% | -4.4% |
| 30D | -3.8% | +1.8% | -5.5% | -3.9% |
| 3M | -3.2% | +14.5% | -17.7% | -4.6% |
| 6M | +47.9% | -13.6% | +61.4% | +49.8% |
| YTD | +55.7% | -4.8% | +60.5% | +56.2% |
| 1Y | +106.2% | +21.6% | +84.7% | +101.4% |
| 3Y | -2.1% | +4.5% | -6.5% | -4.5% |
| All | +7.2% | -38.6% | +45.9% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling