+271.3%
DGX vs CRL
+350.3%
-78.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +1.6% | +0.1% | +1.4% | +1.5% |
| 30D | +11.2% | +11.9% | -0.7% | +7.8% |
| 3M | +10.4% | +20.2% | -9.8% | +5.1% |
| 6M | +37.1% | +107.5% | -70.5% | +14.5% |
| YTD | +52.1% | +69.4% | -17.3% | +31.5% |
| 1Y | +40.7% | +99.7% | -59.0% | +16.6% |
| 3Y | +107.6% | +98.8% | +8.8% | +61.2% |
| 5Y | +90.6% | -12.4% | +103.0% | +88.7% |
| All | +271.3% | +350.3% | -78.9% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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