+260.5%
CP vs DGX
+279.6%
-19.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.1% | +1.6% | +0.6% | +1.7% |
| 30D | +9.3% | +11.2% | -1.9% | +5.7% |
| 3M | +0.5% | +10.4% | -9.9% | -2.8% |
| 6M | +10.4% | +37.1% | -26.7% | -0.6% |
| YTD | +28.7% | +52.1% | -23.4% | +11.7% |
| 1Y | +33.2% | +40.7% | -7.5% | +18.5% |
| 3Y | +38.4% | +107.6% | -69.1% | +6.2% |
| 5Y | +26.2% | +90.6% | -64.4% | -1.9% |
| All | +260.5% | +279.6% | -19.2% | +125.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling