+316.4%
CFG vs DG
+153.4%
+163.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.4% |
| 7D | -0.9% | +1.1% | -2.0% | -1.1% |
| 30D | +1.1% | +9.5% | -8.4% | -0.5% |
| 3M | -12.0% | +5.5% | -17.5% | -13.0% |
| 6M | -2.2% | +16.1% | -18.3% | -5.1% |
| YTD | +11.4% | +2.7% | +8.7% | +10.0% |
| 1Y | +27.8% | +42.1% | -14.2% | +19.2% |
| 3Y | +173.3% | +19.3% | +154.0% | +155.2% |
| 5Y | +62.4% | -35.3% | +97.8% | +72.6% |
| 10Y | +249.6% | +123.9% | +125.7% | +174.8% |
| All | +316.4% | +153.4% | +163.0% | +201.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling