+5,326.8%
CF vs DGX
+627.5%
+4,699.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.8% |
| 7D | -0.9% | +3.5% | -4.4% | -2.4% |
| 30D | +6.9% | +12.4% | -5.5% | +1.5% |
| 3M | +4.8% | +9.3% | -4.5% | +0.6% |
| 6M | +4.7% | +39.7% | -35.0% | -10.1% |
| YTD | +56.5% | +52.2% | +4.3% | +28.2% |
| 1Y | +48.4% | +47.1% | +1.3% | +23.3% |
| 3Y | +59.1% | +108.8% | -49.6% | +10.1% |
| 5Y | +109.5% | +101.4% | +8.2% | +42.9% |
| 10Y | +487.0% | +293.1% | +193.9% | +167.8% |
| All | +5,326.8% | +627.5% | +4,699.4% | +1,438.7% |
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