+60.4%
CF vs DG
+23.1%
+37.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.7% | +6.1% |
| 7D | +0.4% | +6.1% | -5.7% | +0.5% |
| 30D | +2.2% | +11.9% | -9.8% | +2.4% |
| 3M | +2.1% | +9.3% | -7.1% | +2.2% |
| 6M | -6.5% | +19.1% | -25.7% | -6.2% |
| YTD | +55.6% | +5.9% | +49.6% | +56.1% |
| 1Y | +42.3% | +39.8% | +2.5% | +40.0% |
| All | +60.4% | +23.1% | +37.3% | +59.5% |
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