-11.2%
CRM vs DGX
+45.7%
-56.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -3.7% | +0.7% | -4.4% | -3.7% |
| 30D | -1.1% | +11.5% | -12.7% | -1.3% |
| 3M | +15.5% | +8.4% | +7.0% | +15.2% |
| 6M | +19.5% | +34.5% | -15.1% | +21.1% |
| YTD | -15.5% | +49.3% | -64.7% | -14.2% |
| 1Y | -11.2% | +45.3% | -56.5% | -10.4% |
| All | -11.2% | +45.7% | -56.9% | -10.4% |
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