+778.8%
DE vs CFG
+221.6%
+557.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +3.3% | +0.7% | +2.6% | +3.0% |
| 30D | +10.7% | +2.8% | +8.0% | +9.4% |
| 3M | +13.1% | -10.1% | +23.2% | +18.0% |
| 6M | +20.2% | +3.2% | +17.0% | +18.2% |
| YTD | +48.9% | +14.2% | +34.7% | +39.9% |
| 1Y | +46.6% | +27.4% | +19.2% | +31.5% |
| 3Y | +91.4% | +187.6% | -96.2% | +16.9% |
| 5Y | +108.1% | +65.7% | +42.4% | +55.4% |
| All | +778.8% | +221.6% | +557.2% | +339.8% |
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