+77.5%
DE vs CFG
+193.0%
-115.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | +0.7% | +2.7% | -2.0% | -0.3% |
| 30D | +9.6% | -3.7% | +13.3% | +11.1% |
| 3M | +19.0% | +9.5% | +9.5% | +15.1% |
| 6M | +16.1% | +22.2% | -6.2% | +8.0% |
| YTD | +47.0% | +22.3% | +24.7% | +36.5% |
| 1Y | +43.1% | +39.4% | +3.7% | +26.7% |
| 3Y | +77.5% | +188.5% | -111.0% | +19.9% |
| All | +77.5% | +193.0% | -115.5% | +19.9% |
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