+235.7%
DIA vs CF
+479.1%
-243.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.1% | +4.8% | -2.6% | +1.3% |
| 30D | +1.5% | +4.7% | -3.2% | +0.5% |
| 3M | -2.4% | +7.4% | -9.8% | -4.1% |
| 6M | +6.0% | +0.6% | +5.4% | +5.0% |
| YTD | +10.1% | +64.1% | -54.0% | -3.5% |
| 1Y | +11.8% | +51.4% | -39.6% | -0.4% |
| 3Y | +59.7% | +67.8% | -8.1% | +35.9% |
| 5Y | +57.9% | +114.1% | -56.2% | +19.2% |
| All | +235.7% | +479.1% | -243.4% | +91.6% |
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