+481.0%
CF vs DGX
+288.5%
+192.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | +4.8% | +4.6% | +0.1% | +3.1% |
| 30D | +9.7% | +11.9% | -2.2% | +5.6% |
| 3M | +1.2% | +9.2% | -7.9% | -1.8% |
| 6M | +7.4% | +39.0% | -31.6% | -4.3% |
| YTD | +60.5% | +51.4% | +9.1% | +37.7% |
| 1Y | +50.7% | +42.6% | +8.2% | +32.0% |
| 3Y | +64.8% | +105.9% | -41.1% | +23.4% |
| 5Y | +115.8% | +96.6% | +19.2% | +60.3% |
| 10Y | +481.0% | +286.0% | +195.1% | +207.9% |
| All | +481.0% | +288.5% | +192.5% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling