+30.6%
DGX vs CPB
-33.6%
+64.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.9% |
| 7D | -3.5% | -5.4% | +1.9% | -2.4% |
| 30D | -2.7% | -7.8% | +5.2% | -1.2% |
| 3M | +13.9% | -6.9% | +20.8% | +15.0% |
| 6M | +16.0% | -12.2% | +28.2% | +18.5% |
| YTD | +34.9% | -21.1% | +56.0% | +41.3% |
| 1Y | +30.6% | -33.5% | +64.1% | +39.3% |
| All | +30.6% | -33.6% | +64.2% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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