+5,628.6%
CP vs DGX
+8,796.3%
-3,167.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | -0.5% | -1.2% | +0.7% | -0.2% |
| 3M | +1.4% | +19.9% | -18.5% | -3.1% |
| 6M | +10.3% | +19.2% | -8.9% | +5.4% |
| YTD | +24.3% | +37.5% | -13.2% | +14.6% |
| 1Y | +20.4% | +31.3% | -10.8% | +12.1% |
| 3Y | +21.8% | +96.6% | -74.9% | +1.7% |
| 5Y | +31.5% | +64.3% | -32.7% | +13.8% |
| 10Y | +223.2% | +241.1% | -17.9% | +130.2% |
| All | +5,628.6% | +8,796.3% | -3,167.7% | +1,999.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling