+220.7%
CF vs DG
-35.0%
+255.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.3% |
| 7D | +6.0% | +8.4% | -2.4% | +5.7% |
| 30D | +14.8% | +4.9% | +9.9% | +14.6% |
| 3M | +14.1% | +29.3% | -15.3% | +12.9% |
| 6M | +28.5% | -11.3% | +39.8% | +30.0% |
| YTD | +74.9% | +1.8% | +73.2% | +74.7% |
| 1Y | +61.7% | +25.3% | +36.4% | +58.2% |
| 3Y | +80.3% | +9.1% | +71.2% | +77.2% |
| All | +220.7% | -35.0% | +255.7% | +245.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling