+695.1%
DIA vs CF
+5,948.3%
-5,253.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.1% |
| 7D | -0.2% | +6.0% | -6.2% | -1.3% |
| 30D | -1.5% | +14.8% | -16.4% | -4.3% |
| 3M | +3.8% | +14.1% | -10.3% | +0.7% |
| 6M | +10.3% | +28.5% | -18.3% | +3.0% |
| YTD | +12.1% | +74.9% | -62.9% | -1.9% |
| 1Y | +18.6% | +61.7% | -43.0% | +5.2% |
| 3Y | +60.6% | +80.3% | -19.7% | +36.6% |
| 5Y | +64.4% | +226.0% | -161.5% | +18.4% |
| 10Y | +250.1% | +569.9% | -319.8% | +105.3% |
| All | +695.1% | +5,948.3% | -5,253.2% | +177.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling