+234.6%
CF vs DGX
+66.8%
+167.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.3% |
| 6M | +17.1% | +19.2% | -2.1% | +14.2% |
| YTD | +76.2% | +37.5% | +38.7% | +67.6% |
| 1Y | +62.3% | +31.3% | +31.0% | +55.4% |
| 3Y | +71.8% | +96.6% | -24.8% | +53.5% |
| 5Y | +234.6% | +64.3% | +170.3% | +198.2% |
| All | +234.6% | +66.8% | +167.7% | +198.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling