+5,967.0%
CF vs DGX
+561.9%
+5,405.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.8% |
| 7D | +6.0% | -2.3% | +8.3% | +7.0% |
| 30D | +14.8% | +0.6% | +14.3% | +14.5% |
| 3M | +14.1% | +21.4% | -7.4% | +4.3% |
| 6M | +28.5% | +14.7% | +13.8% | +20.0% |
| YTD | +74.9% | +38.4% | +36.5% | +49.6% |
| 1Y | +61.7% | +34.0% | +27.7% | +39.9% |
| 3Y | +80.3% | +92.7% | -12.4% | +29.1% |
| 5Y | +226.0% | +67.7% | +158.3% | +142.1% |
| 10Y | +569.9% | +248.0% | +321.8% | +222.4% |
| All | +5,967.0% | +561.9% | +5,405.1% | +1,696.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling