+667.6%
DIA vs CF
+5,277.9%
-4,610.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.2% | -9.7% | -4.7% |
| 7D | -1.6% | +0.4% | -2.0% | -1.9% |
| 30D | 0.0% | +2.2% | -2.2% | -0.7% |
| 3M | -4.9% | +2.1% | -7.1% | -5.8% |
| 6M | +5.0% | -6.5% | +11.6% | +5.3% |
| YTD | +8.2% | +55.6% | -47.3% | -3.5% |
| 1Y | +10.3% | +42.3% | -32.0% | 0.0% |
| 3Y | +58.4% | +55.7% | +2.6% | +38.4% |
| 5Y | +54.3% | +122.4% | -68.1% | +20.3% |
| 10Y | +248.6% | +568.5% | -320.0% | +104.3% |
| All | +667.6% | +5,277.9% | -4,610.4% | +172.8% |
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 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