+1,806.3%
DGX vs CRL
+1,339.8%
+466.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.1% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | -1.2% | +5.0% | -6.2% | -2.4% |
| 3M | +19.9% | +50.6% | -30.7% | +8.6% |
| 6M | +19.2% | +60.9% | -41.7% | +5.3% |
| YTD | +37.5% | +40.7% | -3.3% | +24.6% |
| 1Y | +31.3% | +73.3% | -42.0% | +12.3% |
| 3Y | +96.6% | +40.6% | +56.1% | +68.1% |
| 5Y | +64.3% | -37.0% | +101.2% | +67.9% |
| 10Y | +241.1% | +244.3% | -3.2% | +117.4% |
| All | +1,806.3% | +1,339.8% | +466.6% | +737.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling