+49.2%
CF vs DG
+39.5%
+9.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.7% |
| 7D | +4.8% | +5.2% | -0.5% | +5.9% |
| 30D | +9.7% | +7.9% | +1.8% | +11.6% |
| 3M | +1.2% | +12.7% | -11.5% | +4.0% |
| 6M | +7.4% | +22.4% | -15.1% | +13.5% |
| YTD | +60.5% | +5.4% | +55.1% | +62.4% |
| All | +49.2% | +39.5% | +9.7% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling