+206.6%
CFG vs DG
+105.9%
+100.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | +1.6% | -2.5% | +4.1% | +2.0% |
| 30D | +3.3% | +7.7% | -4.4% | +2.0% |
| 3M | -11.5% | +13.1% | -24.7% | -13.4% |
| 6M | +6.2% | +32.0% | -25.8% | +1.3% |
| YTD | +14.3% | +3.3% | +10.9% | +12.8% |
| 1Y | +26.7% | +31.7% | -4.9% | +20.0% |
| 3Y | +187.8% | +21.7% | +166.1% | +168.5% |
| 5Y | +61.3% | -34.7% | +96.0% | +72.8% |
| All | +206.6% | +105.9% | +100.7% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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