+293.9%
DIA vs CFG
+396.4%
-102.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -0.2% | +1.5% | -1.7% | -0.7% |
| 30D | -1.5% | -3.8% | +2.3% | -0.3% |
| 3M | +3.8% | +11.5% | -7.7% | 0.0% |
| 6M | +10.3% | +19.2% | -8.9% | +3.9% |
| YTD | +12.1% | +23.7% | -11.6% | +4.1% |
| 1Y | +18.6% | +38.8% | -20.2% | +5.9% |
| 3Y | +60.6% | +178.9% | -118.3% | +11.7% |
| 5Y | +64.4% | +101.8% | -37.4% | +23.2% |
| 10Y | +250.1% | +317.3% | -67.2% | +86.1% |
| All | +293.9% | +396.4% | -102.4% | +98.9% |
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