+248.1%
DGX vs CRL
+256.1%
-7.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.2% |
| 7D | -0.9% | -3.5% | +2.7% | -0.1% |
| 30D | -1.2% | -2.1% | +1.0% | -0.7% |
| 3M | +15.8% | +48.0% | -32.2% | +5.5% |
| 6M | +18.2% | +64.7% | -46.6% | +4.1% |
| YTD | +37.2% | +39.5% | -2.3% | +24.9% |
| 1Y | +30.4% | +74.2% | -43.8% | +11.5% |
| 3Y | +96.7% | +39.4% | +57.3% | +68.8% |
| 5Y | +67.2% | -36.9% | +104.1% | +82.1% |
| All | +248.1% | +256.1% | -7.9% | +104.3% |
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