+177.5%
DLR vs CFG
+248.3%
-70.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.4% | +2.9% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | +0.7% | +3.2% | -2.5% | +0.2% |
| 3M | -6.4% | -9.7% | +3.3% | -4.8% |
| 6M | -6.5% | +3.6% | -10.2% | -7.2% |
| YTD | +18.8% | +14.7% | +4.1% | +15.7% |
| 1Y | +9.0% | +29.6% | -20.5% | +3.9% |
| 3Y | +54.5% | +190.6% | -136.1% | +27.2% |
| 5Y | +35.8% | +67.1% | -31.2% | +19.6% |
| 10Y | +177.5% | +237.0% | -59.5% | +138.2% |
| All | +177.5% | +248.3% | -70.8% | +138.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling