+97.1%
DGX vs CRL
+38.7%
+58.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.1% |
| 7D | -2.2% | -4.6% | +2.4% | -1.7% |
| 30D | -0.9% | +0.5% | -1.4% | -1.0% |
| 3M | +15.6% | +46.6% | -31.0% | +11.3% |
| 6M | +17.8% | +57.3% | -39.5% | +12.4% |
| YTD | +37.5% | +39.5% | -2.1% | +32.3% |
| 1Y | +31.2% | +76.9% | -45.7% | +22.8% |
| All | +97.1% | +38.7% | +58.4% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling