+926.1%
DE vs CFG
+362.1%
+563.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | +2.3% | -0.8% | +3.0% | +2.6% |
| 30D | +9.3% | +3.1% | +6.2% | +7.9% |
| 3M | +12.2% | -9.7% | +21.9% | +16.8% |
| 6M | +18.1% | +6.7% | +11.4% | +14.6% |
| YTD | +49.8% | +15.2% | +34.6% | +40.5% |
| 1Y | +46.4% | +28.8% | +17.6% | +31.0% |
| 3Y | +92.5% | +190.1% | -97.5% | +18.9% |
| 5Y | +107.4% | +63.4% | +44.0% | +57.0% |
| 10Y | +784.1% | +219.8% | +564.3% | +360.7% |
| All | +926.1% | +362.1% | +563.9% | +385.6% |
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 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