+487.0%
CF vs DG
+128.5%
+358.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.3% |
| 7D | -0.9% | +0.7% | -1.5% | -1.0% |
| 30D | +6.9% | +7.4% | -0.5% | +6.0% |
| 3M | +4.8% | +8.5% | -3.7% | +3.6% |
| 6M | +4.7% | +21.9% | -17.2% | +1.8% |
| YTD | +56.5% | +4.9% | +51.6% | +54.3% |
| 1Y | +48.4% | +40.4% | +8.0% | +39.6% |
| 3Y | +59.1% | +23.5% | +35.7% | +48.5% |
| 5Y | +109.5% | -32.3% | +141.8% | +118.6% |
| 10Y | +487.0% | +119.3% | +367.6% | +368.6% |
| All | +487.0% | +128.5% | +358.5% | +368.6% |
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