+60.4%
CFG vs DTE
+46.4%
+14.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +3.2% | +3.4% | -0.2% | +1.7% |
| 30D | +5.1% | +8.9% | -3.8% | +1.2% |
| 3M | -11.2% | +1.1% | -12.3% | -11.7% |
| 6M | +9.6% | +0.1% | +9.5% | +9.2% |
| YTD | +15.0% | +11.1% | +3.9% | +8.5% |
| 1Y | +29.9% | +4.9% | +24.9% | +25.9% |
| 3Y | +192.1% | +58.6% | +133.5% | +127.2% |
| All | +60.4% | +46.4% | +14.0% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling