+5,658.1%
CP vs DGX
+8,858.2%
-3,200.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.6% |
| 7D | -2.7% | -2.3% | -0.4% | -2.1% |
| 30D | +0.2% | +0.6% | -0.4% | 0.0% |
| 3M | +2.6% | +21.4% | -18.8% | -2.3% |
| 6M | +6.0% | +14.7% | -8.8% | +2.2% |
| YTD | +24.9% | +38.4% | -13.5% | +15.0% |
| 1Y | +20.1% | +34.0% | -13.9% | +11.2% |
| 3Y | +16.4% | +92.7% | -76.3% | -2.3% |
| 5Y | +31.7% | +67.7% | -36.0% | +13.4% |
| 10Y | +223.9% | +248.0% | -24.2% | +129.6% |
| All | +5,658.1% | +8,858.2% | -3,200.1% | +2,006.3% |
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