+367.3%
DLR vs CFG
+396.4%
-29.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.6% | +1.5% | 0.0% | +1.3% |
| 30D | -3.4% | -3.8% | +0.5% | -2.7% |
| 3M | +0.5% | +11.5% | -11.0% | -1.3% |
| 6M | +4.6% | +19.2% | -14.6% | +1.5% |
| YTD | +23.4% | +23.7% | -0.3% | +18.9% |
| 1Y | +19.0% | +38.8% | -19.8% | +12.4% |
| 3Y | +56.5% | +178.9% | -122.4% | +31.0% |
| 5Y | +33.3% | +101.8% | -68.5% | +15.3% |
| 10Y | +165.1% | +317.3% | -152.1% | +94.8% |
| All | +367.3% | +396.4% | -29.1% | +235.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling