+110.9%
CF vs DG
-35.8%
+146.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.1% |
| 7D | +4.8% | +0.3% | +4.5% | +4.8% |
| 30D | +4.7% | +3.2% | +1.5% | +4.5% |
| 3M | +7.4% | +10.4% | -3.0% | +6.9% |
| 6M | +0.6% | +33.2% | -32.6% | -0.8% |
| YTD | +64.1% | +3.0% | +61.1% | +63.7% |
| 1Y | +51.4% | +31.2% | +20.2% | +47.4% |
| 3Y | +67.8% | +21.8% | +46.0% | +62.3% |
| All | +110.9% | -35.8% | +146.8% | +123.9% |
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