+110.5%
CF vs DG
-32.6%
+143.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.7% | +6.2% |
| 7D | +0.4% | +6.1% | -5.7% | +0.2% |
| 30D | +2.2% | +11.9% | -9.8% | +1.7% |
| 3M | +2.1% | +9.3% | -7.1% | +1.7% |
| 6M | -6.5% | +19.1% | -25.7% | -7.2% |
| YTD | +55.6% | +5.9% | +49.6% | +55.0% |
| 1Y | +42.3% | +39.8% | +2.5% | +37.9% |
| 3Y | +55.7% | +23.4% | +32.4% | +50.7% |
| All | +110.5% | -32.6% | +143.1% | +126.2% |
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 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