+1,288.1%
CNC vs DG
+577.8%
+710.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -2.8% |
| 7D | -1.0% | -2.5% | +1.5% | -0.5% |
| 30D | -1.8% | +1.0% | -2.8% | -2.1% |
| 3M | -0.7% | +20.3% | -21.0% | -4.9% |
| 6M | +47.9% | -11.7% | +59.7% | +50.9% |
| YTD | +56.9% | -2.3% | +59.3% | +56.4% |
| 1Y | +123.9% | +20.0% | +103.9% | +111.6% |
| 3Y | -1.3% | +7.2% | -8.5% | -8.2% |
| 5Y | +2.8% | -37.9% | +40.7% | +8.4% |
| 10Y | +90.9% | +107.3% | -16.4% | +40.1% |
| All | +1,288.1% | +577.8% | +710.3% | +634.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling