+18.1%
CP vs DGX
+30.5%
-12.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.5% | -1.0% |
| 7D | -2.7% | -3.5% | +0.8% | -2.0% |
| 30D | -3.4% | -2.7% | -0.7% | -2.8% |
| 3M | -0.6% | +13.9% | -14.5% | -3.2% |
| 6M | +6.3% | +16.0% | -9.7% | +2.9% |
| YTD | +21.2% | +34.9% | -13.8% | +14.9% |
| All | +18.1% | +30.5% | -12.4% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling