+225.0%
CP vs DGX
+255.3%
-30.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | -0.1% |
| 7D | -2.6% | -0.9% | -1.7% | -2.3% |
| 30D | -3.7% | -1.2% | -2.6% | -3.4% |
| 3M | +0.1% | +15.8% | -15.6% | -4.6% |
| 6M | +7.8% | +18.2% | -10.3% | +1.9% |
| YTD | +21.7% | +37.2% | -15.5% | +9.3% |
| 1Y | +18.6% | +30.4% | -11.7% | +8.1% |
| 3Y | +17.5% | +96.7% | -79.2% | -8.3% |
| 5Y | +35.4% | +67.2% | -31.8% | +10.0% |
| All | +225.0% | +255.3% | -30.3% | +95.9% |
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