+568.0%
CF vs DG
+122.0%
+446.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.0% |
| 7D | -3.2% | +1.1% | -4.3% | -3.4% |
| 30D | +4.3% | +9.5% | -5.2% | +3.1% |
| 3M | +2.8% | +5.5% | -2.7% | +1.9% |
| 6M | +0.6% | +16.1% | -15.5% | -1.6% |
| YTD | +56.6% | +2.7% | +54.0% | +54.7% |
| 1Y | +49.6% | +42.1% | +7.5% | +40.2% |
| 3Y | +61.5% | +19.3% | +42.2% | +51.2% |
| 5Y | +124.0% | -35.3% | +159.3% | +135.8% |
| All | +568.0% | +122.0% | +446.0% | +418.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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