+362.4%
CFG vs DG
+151.1%
+211.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | +1.5% | +8.4% | -6.9% | +0.2% |
| 30D | -3.8% | +4.9% | -8.8% | -4.6% |
| 3M | +11.5% | +29.3% | -17.9% | +6.7% |
| 6M | +19.2% | -11.3% | +30.5% | +20.9% |
| YTD | +23.7% | +1.8% | +22.0% | +22.6% |
| 1Y | +38.8% | +25.3% | +13.5% | +32.4% |
| 3Y | +178.9% | +9.1% | +169.8% | +166.0% |
| 5Y | +101.8% | -34.9% | +136.7% | +114.1% |
| 10Y | +317.3% | +108.2% | +209.1% | +232.9% |
| All | +362.4% | +151.1% | +211.3% | +236.1% |
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