+278.7%
DIA vs CFG
+347.0%
-68.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -0.9% | -0.9% | -0.1% | -0.6% |
| 30D | +0.3% | +1.1% | -0.8% | -0.1% |
| 3M | -4.5% | -12.0% | +7.5% | -0.6% |
| 6M | +3.4% | -2.2% | +5.6% | +3.8% |
| YTD | +7.8% | +11.4% | -3.6% | +3.5% |
| 1Y | +10.7% | +27.8% | -17.1% | +1.7% |
| 3Y | +57.5% | +173.3% | -115.8% | +10.6% |
| 5Y | +53.7% | +62.4% | -8.7% | +24.0% |
| 10Y | +247.2% | +249.6% | -2.4% | +95.3% |
| All | +278.7% | +347.0% | -68.3% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling