+237.0%
CFG vs DG
+128.5%
+108.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.8% | +2.6% |
| 7D | +0.3% | +0.7% | -0.4% | +0.1% |
| 30D | +3.2% | +7.4% | -4.2% | +2.0% |
| 3M | -9.7% | +8.5% | -18.2% | -11.1% |
| 6M | +3.6% | +21.9% | -18.2% | 0.0% |
| YTD | +14.7% | +4.9% | +9.8% | +12.9% |
| 1Y | +29.6% | +40.4% | -10.8% | +21.3% |
| 3Y | +190.6% | +23.5% | +167.1% | +170.0% |
| 5Y | +67.1% | -32.3% | +99.4% | +77.6% |
| 10Y | +237.0% | +119.3% | +117.7% | +168.8% |
| All | +237.0% | +128.5% | +108.6% | +168.8% |
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