+94.7%
DE vs CFG
+182.2%
-87.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +1.9% |
| 7D | +3.5% | +0.3% | +3.3% | +3.4% |
| 30D | +11.3% | +3.2% | +8.1% | +10.0% |
| 3M | +11.6% | -9.7% | +21.3% | +15.6% |
| 6M | +20.9% | +3.6% | +17.2% | +18.9% |
| YTD | +49.7% | +14.7% | +35.0% | +42.0% |
| 1Y | +49.5% | +29.6% | +19.9% | +36.0% |
| 3Y | +94.7% | +190.6% | -95.9% | +29.5% |
| All | +94.7% | +182.2% | -87.5% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling