+310.4%
CFG vs DD
+69.3%
+241.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +2.7% | -0.6% | +3.3% | +3.1% |
| 30D | -3.7% | -7.4% | +3.7% | +1.5% |
| 3M | +9.5% | -6.4% | +15.9% | +14.0% |
| 6M | +22.2% | -2.5% | +24.7% | +22.1% |
| YTD | +22.3% | +10.2% | +12.1% | +11.1% |
| 1Y | +39.4% | +36.9% | +2.5% | +7.2% |
| 3Y | +188.5% | +47.0% | +141.5% | +101.3% |
| 5Y | +101.5% | +63.1% | +38.4% | +27.3% |
| All | +310.4% | +69.3% | +241.1% | +92.4% |
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