+71.8%
CF vs DGX
+96.8%
-25.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | +18.1% | -1.2% | +19.3% | +18.2% |
| 3M | +23.4% | +19.9% | +3.5% | +20.4% |
| 6M | +17.1% | +19.2% | -2.1% | +14.3% |
| YTD | +76.2% | +37.5% | +38.7% | +66.9% |
| 1Y | +62.3% | +31.3% | +31.0% | +55.0% |
| 3Y | +71.8% | +96.6% | -24.8% | +50.1% |
| All | +71.8% | +96.8% | -25.0% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling