+328.7%
CFG vs DD
+118.2%
+210.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.9% | -2.9% | -0.9% |
| 7D | +0.3% | +9.8% | -9.5% | -6.1% |
| 30D | +3.2% | +19.3% | -16.1% | -8.5% |
| 3M | -9.7% | +9.4% | -19.1% | -15.5% |
| 6M | +3.6% | +4.8% | -1.2% | -1.0% |
| YTD | +14.7% | +30.2% | -15.6% | -6.5% |
| 1Y | +29.6% | +32.2% | -2.6% | +4.5% |
| 3Y | +190.6% | +93.1% | +97.5% | +72.6% |
| 5Y | +67.1% | +68.0% | -0.9% | +8.5% |
| 10Y | +237.0% | +98.5% | +138.5% | +67.0% |
| All | +328.7% | +118.2% | +210.4% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling