+59.1%
CF vs DGX
+106.2%
-47.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | -0.9% | +3.5% | -4.4% | -1.3% |
| 30D | +6.9% | +12.4% | -5.5% | +5.4% |
| 3M | +4.8% | +9.3% | -4.5% | +3.7% |
| 6M | +4.7% | +39.7% | -35.0% | +0.2% |
| YTD | +56.5% | +52.2% | +4.3% | +46.4% |
| 1Y | +48.4% | +47.1% | +1.3% | +39.7% |
| 3Y | +59.1% | +108.8% | -49.6% | +37.9% |
| All | +59.1% | +106.2% | -47.1% | +37.9% |
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 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