+73.0%
CF vs DG
+9.1%
+63.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.2% |
| 7D | +6.0% | +8.4% | -2.4% | +6.0% |
| 30D | +14.8% | +4.9% | +9.9% | +14.8% |
| 3M | +14.1% | +29.3% | -15.3% | +14.1% |
| 6M | +28.5% | -11.3% | +39.8% | +30.2% |
| YTD | +74.9% | +1.8% | +73.2% | +75.3% |
| 1Y | +61.7% | +25.3% | +36.4% | +59.3% |
| All | +73.0% | +9.1% | +63.9% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling