+53.3%
DIA vs CF
+120.6%
-67.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -0.9% | -3.2% | +2.2% | -0.8% |
| 30D | +0.3% | +4.3% | -4.1% | 0.0% |
| 3M | -4.5% | +2.8% | -7.3% | -4.8% |
| 6M | +3.4% | +0.6% | +2.7% | +3.0% |
| YTD | +7.8% | +56.6% | -48.9% | +1.4% |
| 1Y | +10.7% | +49.6% | -38.9% | +4.7% |
| 3Y | +57.5% | +61.5% | -4.0% | +45.8% |
| All | +53.3% | +120.6% | -67.3% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling