+66.5%
CF vs DGX
+31.5%
+35.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -0.8% | -2.2% | +1.4% | -0.8% |
| 30D | +14.3% | -0.9% | +15.2% | +14.3% |
| 3M | +27.9% | +15.6% | +12.3% | +27.3% |
| 6M | +25.5% | +17.8% | +7.7% | +25.1% |
| YTD | +81.2% | +37.5% | +43.7% | +73.9% |
| 1Y | +66.5% | +31.2% | +35.4% | +60.5% |
| All | +66.5% | +31.5% | +35.0% | +60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling