-50.5%
CPNG vs DGX
+66.8%
-117.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.6% |
| 7D | -1.1% | -0.9% | -0.2% | -0.8% |
| 30D | -7.4% | -1.2% | -6.2% | -7.0% |
| 3M | -12.3% | +15.8% | -28.1% | -16.1% |
| 6M | -19.4% | +18.2% | -37.6% | -23.5% |
| YTD | -35.9% | +37.2% | -73.1% | -42.5% |
| 1Y | -53.4% | +30.4% | -83.8% | -57.5% |
| 3Y | -20.0% | +96.7% | -116.7% | -41.4% |
| All | -50.5% | +66.8% | -117.2% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling