+335.1%
DLR vs CFG
+347.0%
-12.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.1% |
| 7D | -3.6% | -0.9% | -2.7% | -3.4% |
| 30D | -3.5% | +1.1% | -4.5% | -3.6% |
| 3M | -8.9% | -12.0% | +3.1% | -7.0% |
| 6M | -11.6% | -2.2% | -9.3% | -11.3% |
| YTD | +14.9% | +11.4% | +3.5% | +12.6% |
| 1Y | +6.4% | +27.8% | -21.4% | +2.0% |
| 3Y | +47.3% | +173.3% | -126.0% | +23.9% |
| 5Y | +32.8% | +62.4% | -29.6% | +18.4% |
| 10Y | +169.6% | +249.6% | -80.0% | +102.7% |
| All | +335.1% | +347.0% | -12.0% | +217.2% |
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 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