+925.4%
DE vs CFG
+360.2%
+565.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +1.7% |
| 7D | +3.5% | +0.3% | +3.3% | +3.4% |
| 30D | +11.3% | +3.2% | +8.1% | +9.8% |
| 3M | +11.6% | -9.7% | +21.3% | +16.1% |
| 6M | +20.9% | +3.6% | +17.2% | +18.6% |
| YTD | +49.7% | +14.7% | +35.0% | +40.6% |
| 1Y | +49.5% | +29.6% | +19.9% | +33.5% |
| 3Y | +94.7% | +190.6% | -95.9% | +20.1% |
| 5Y | +107.4% | +67.1% | +40.3% | +55.4% |
| 10Y | +793.2% | +237.0% | +556.2% | +357.6% |
| All | +925.4% | +360.2% | +565.2% | +386.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling