+181.2%
DLR vs CFG
+216.2%
-35.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | +3.3% | +3.2% | +0.1% | +2.8% |
| 30D | +4.6% | +5.1% | -0.5% | +3.7% |
| 3M | -8.3% | -11.2% | +3.0% | -6.4% |
| 6M | -5.6% | +9.6% | -15.2% | -7.2% |
| YTD | +18.7% | +15.0% | +3.8% | +15.5% |
| 1Y | +17.1% | +29.9% | -12.8% | +11.5% |
| 3Y | +54.4% | +192.1% | -137.7% | +26.8% |
| 5Y | +36.5% | +62.3% | -25.8% | +20.5% |
| All | +181.2% | +216.2% | -35.0% | +133.1% |
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