+238.9%
CRM vs DGX
+255.3%
-16.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +1.4% |
| 7D | -4.4% | -0.9% | -3.5% | -4.1% |
| 30D | +28.1% | -1.2% | +29.3% | +28.6% |
| 3M | +48.8% | +15.8% | +33.1% | +41.3% |
| 6M | +28.3% | +18.2% | +10.1% | +20.6% |
| YTD | -6.0% | +37.2% | -43.2% | -16.7% |
| 1Y | +1.4% | +30.4% | -28.9% | -8.7% |
| 3Y | +11.8% | +96.7% | -84.9% | -16.4% |
| 5Y | -2.0% | +67.2% | -69.2% | -22.7% |
| All | +238.9% | +255.3% | -16.4% | +102.4% |
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 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