+160.5%
DLR vs CF
+569.3%
-408.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +0.5% |
| 7D | +1.6% | +6.0% | -4.4% | +1.2% |
| 30D | -3.4% | +14.8% | -18.2% | -4.3% |
| 3M | +0.5% | +14.1% | -13.6% | -0.6% |
| 6M | +4.6% | +28.5% | -24.0% | +1.8% |
| YTD | +23.4% | +74.9% | -51.5% | +16.8% |
| 1Y | +19.0% | +61.7% | -42.7% | +13.3% |
| 3Y | +56.5% | +80.3% | -23.8% | +46.3% |
| 5Y | +33.3% | +226.0% | -192.6% | +15.2% |
| All | +160.5% | +569.3% | -408.9% | +108.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling