+109.5%
CF vs DGX
+102.1%
+7.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.2% |
| 3M | +4.8% | +9.3% | -4.5% | +3.6% |
| 6M | +4.7% | +39.7% | -35.0% | -0.2% |
| YTD | +56.5% | +52.2% | +4.3% | +46.5% |
| 1Y | +48.4% | +47.1% | +1.3% | +39.7% |
| 3Y | +59.1% | +108.8% | -49.6% | +40.4% |
| 5Y | +109.5% | +101.4% | +8.2% | +78.4% |
| All | +109.5% | +102.1% | +7.4% | +78.4% |
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