+577.4%
CF vs DG
+109.0%
+468.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.4% |
| 7D | +6.0% | +8.4% | -2.4% | +5.1% |
| 30D | +14.8% | +4.9% | +9.9% | +14.2% |
| 3M | +14.1% | +29.3% | -15.3% | +10.5% |
| 6M | +28.5% | -11.3% | +39.8% | +30.2% |
| YTD | +74.9% | +1.8% | +73.2% | +73.4% |
| 1Y | +61.7% | +25.3% | +36.4% | +54.6% |
| 3Y | +80.3% | +9.1% | +71.2% | +72.0% |
| 5Y | +226.0% | -34.9% | +260.8% | +242.4% |
| All | +577.4% | +109.0% | +468.4% | +410.7% |
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