-0.8%
CRM vs DGX
+66.8%
-67.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +1.6% |
| 7D | -4.4% | -0.9% | -3.5% | -4.2% |
| 30D | +28.1% | -1.2% | +29.3% | +28.5% |
| 3M | +48.8% | +15.8% | +33.1% | +43.7% |
| 6M | +28.3% | +18.2% | +10.1% | +23.1% |
| YTD | -6.0% | +37.2% | -43.2% | -13.7% |
| 1Y | +1.4% | +30.4% | -28.9% | -5.8% |
| 3Y | +11.8% | +96.7% | -84.9% | -12.2% |
| All | -0.8% | +66.8% | -67.6% | -17.8% |
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