+306.8%
CFG vs DTE
+136.5%
+170.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.3% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -4.5% | -0.5% | -4.0% | -4.2% |
| 3M | +6.3% | -6.0% | +12.4% | +10.7% |
| 6M | +20.6% | -7.2% | +27.8% | +26.2% |
| YTD | +21.2% | +7.2% | +14.1% | +14.0% |
| 1Y | +38.2% | +4.1% | +34.1% | +32.4% |
| 3Y | +185.9% | +46.9% | +139.1% | +107.6% |
| 5Y | +97.0% | +32.9% | +64.1% | +49.8% |
| 10Y | +306.8% | +144.5% | +162.3% | +152.1% |
| All | +306.8% | +136.5% | +170.4% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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