+0.1%
DOW vs CFG
+154.1%
-154.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +5.2% | +3.2% | +2.0% | +3.5% |
| 30D | +13.2% | +5.1% | +8.1% | +10.2% |
| 3M | +10.1% | -11.2% | +21.3% | +16.2% |
| 6M | -13.1% | +9.6% | -22.6% | -18.5% |
| YTD | +46.1% | +15.0% | +31.2% | +32.2% |
| 1Y | +50.0% | +29.9% | +20.2% | +27.4% |
| 3Y | -20.2% | +192.1% | -212.3% | -56.9% |
| 5Y | -27.7% | +62.3% | -90.0% | -48.9% |
| All | +0.1% | +154.1% | -154.1% | -46.2% |
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