+165.8%
DLR vs CFG
+313.6%
-147.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +3.4% | +2.7% | +0.7% | +2.9% |
| 30D | -2.2% | -3.7% | +1.5% | -1.6% |
| 3M | +4.7% | +9.5% | -4.7% | +3.1% |
| 6M | +9.0% | +22.2% | -13.2% | +5.3% |
| YTD | +24.1% | +22.3% | +1.8% | +19.6% |
| 1Y | +20.9% | +39.4% | -18.5% | +13.9% |
| 3Y | +60.0% | +188.5% | -128.5% | +32.1% |
| 5Y | +35.3% | +101.5% | -66.3% | +16.2% |
| 10Y | +165.8% | +308.6% | -142.9% | +107.0% |
| All | +165.8% | +313.6% | -147.9% | +107.0% |
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