+240.9%
DIA vs CF
+546.3%
-305.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +0.8% | -0.9% | +1.6% | +0.8% |
| 30D | +1.4% | +6.9% | -5.5% | 0.0% |
| 3M | -2.7% | +4.8% | -7.5% | -4.0% |
| 6M | +6.2% | +4.7% | +1.6% | +4.2% |
| YTD | +10.1% | +56.5% | -46.4% | -2.7% |
| 1Y | +13.0% | +48.4% | -35.4% | +1.0% |
| 3Y | +61.9% | +59.1% | +2.7% | +39.1% |
| 5Y | +57.1% | +109.5% | -52.5% | +18.7% |
| 10Y | +240.9% | +487.0% | -246.1% | +95.3% |
| All | +240.9% | +546.3% | -305.4% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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