+88.3%
DT vs CFG
+138.3%
-50.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +2.7% | +1.6% | +1.1% | +2.3% |
| 30D | -30.4% | +3.3% | -33.6% | -30.9% |
| 3M | -9.4% | -11.5% | +2.1% | -6.4% |
| 6M | +14.5% | +6.2% | +8.3% | +12.3% |
| YTD | +3.6% | +14.3% | -10.7% | -1.1% |
| 1Y | -3.4% | +26.7% | -30.2% | -10.6% |
| 3Y | -11.1% | +187.8% | -198.9% | -35.6% |
| 5Y | -39.5% | +61.3% | -100.8% | -49.5% |
| All | +88.3% | +138.3% | -50.0% | +31.0% |
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