+57.5%
DIA vs CF
+116.3%
-58.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.4% |
| 7D | +0.9% | +4.8% | -3.8% | +0.6% |
| 30D | +1.1% | +9.7% | -8.6% | +0.5% |
| 3M | -2.9% | +1.2% | -4.1% | -3.1% |
| 6M | +5.9% | +7.4% | -1.5% | +5.0% |
| YTD | +9.8% | +60.5% | -50.8% | +3.2% |
| 1Y | +11.7% | +50.7% | -39.0% | +5.7% |
| 3Y | +59.5% | +64.8% | -5.3% | +47.5% |
| 5Y | +57.5% | +115.8% | -58.2% | +36.5% |
| All | +57.5% | +116.3% | -58.8% | +36.5% |
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