+237.0%
CFG vs DD
+105.4%
+131.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.9% | -2.9% | -1.1% |
| 7D | +0.3% | +9.8% | -9.5% | -6.5% |
| 30D | +3.2% | +19.3% | -16.1% | -9.2% |
| 3M | -9.7% | +9.4% | -19.1% | -15.9% |
| 6M | +3.6% | +4.8% | -1.2% | -1.3% |
| YTD | +14.7% | +30.2% | -15.6% | -7.9% |
| 1Y | +29.6% | +32.2% | -2.6% | +2.9% |
| 3Y | +190.6% | +93.1% | +97.5% | +65.2% |
| 5Y | +67.1% | +68.0% | -0.9% | +4.6% |
| 10Y | +237.0% | +98.5% | +138.5% | +45.9% |
| All | +237.0% | +105.4% | +131.6% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling