+4,462.8%
CNC vs DGX
+917.3%
+3,545.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +3.0% |
| 7D | -3.9% | -3.5% | -0.4% | -2.3% |
| 30D | +0.8% | -2.7% | +3.5% | +2.0% |
| 3M | +0.1% | +13.9% | -13.8% | -6.5% |
| 6M | +79.7% | +16.0% | +63.6% | +65.3% |
| YTD | +58.9% | +34.9% | +24.0% | +35.4% |
| 1Y | +109.1% | +30.6% | +78.6% | +80.1% |
| 3Y | 0.0% | +93.0% | -93.0% | -30.1% |
| 5Y | +9.5% | +64.4% | -54.9% | -18.4% |
| 10Y | +95.7% | +248.1% | -152.4% | -2.5% |
| All | +4,462.8% | +917.3% | +3,545.4% | +1,425.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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