+186.6%
DLR vs CF
+478.3%
-291.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.2% |
| 7D | +5.0% | +5.4% | -0.3% | +4.7% |
| 30D | +3.0% | +6.5% | -3.5% | +2.5% |
| 3M | -6.3% | +4.6% | -10.9% | -6.7% |
| 6M | -4.8% | -3.3% | -1.5% | -4.8% |
| YTD | +21.0% | +63.9% | -42.9% | +14.8% |
| 1Y | +15.1% | +50.4% | -35.3% | +10.0% |
| 3Y | +56.0% | +68.2% | -12.3% | +46.3% |
| 5Y | +39.1% | +113.8% | -74.7% | +25.0% |
| All | +186.6% | +478.3% | -291.7% | +127.9% |
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