+481.0%
CF vs DG
+119.6%
+361.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +4.8% | +5.2% | -0.5% | +4.1% |
| 30D | +9.7% | +7.9% | +1.8% | +8.7% |
| 3M | +1.2% | +12.7% | -11.5% | -0.3% |
| 6M | +7.4% | +22.4% | -15.1% | +4.4% |
| YTD | +60.5% | +5.4% | +55.1% | +58.2% |
| 1Y | +50.7% | +39.4% | +11.4% | +42.1% |
| 3Y | +64.8% | +24.1% | +40.7% | +53.8% |
| 5Y | +115.8% | -32.2% | +148.0% | +125.2% |
| 10Y | +481.0% | +111.8% | +369.2% | +370.9% |
| All | +481.0% | +119.6% | +361.5% | +370.9% |
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