+246.2%
DIA vs CFG
+313.6%
-67.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | +0.1% | +2.7% | -2.6% | -0.8% |
| 30D | -2.1% | -3.7% | +1.6% | -0.9% |
| 3M | +4.2% | +9.5% | -5.3% | +1.0% |
| 6M | +11.9% | +22.2% | -10.4% | +4.6% |
| YTD | +10.8% | +22.3% | -11.5% | +3.3% |
| 1Y | +17.5% | +39.4% | -21.9% | +4.7% |
| 3Y | +59.9% | +188.5% | -128.5% | +9.9% |
| 5Y | +64.1% | +101.5% | -37.4% | +23.0% |
| 10Y | +246.2% | +308.6% | -62.4% | +90.1% |
| All | +246.2% | +313.6% | -67.4% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CFG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling