+755.9%
DE vs CFG
+216.2%
+539.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +0.3% | +3.2% | -2.9% | -1.0% |
| 30D | +3.6% | +5.1% | -1.6% | +1.4% |
| 3M | +10.2% | -11.2% | +21.5% | +15.7% |
| 6M | +16.6% | +9.6% | +7.0% | +11.8% |
| YTD | +45.8% | +15.0% | +30.9% | +36.7% |
| 1Y | +43.9% | +29.9% | +14.0% | +28.0% |
| 3Y | +89.6% | +192.1% | -102.5% | +15.0% |
| 5Y | +100.3% | +62.3% | +38.0% | +51.0% |
| All | +755.9% | +216.2% | +539.7% | +326.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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