+110.9%
DT vs CFG
+155.1%
-44.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.8% |
| 7D | -4.9% | +2.7% | -7.5% | -5.6% |
| 30D | +2.7% | -3.7% | +6.4% | +3.7% |
| 3M | +20.0% | +9.5% | +10.5% | +16.7% |
| 6M | +28.0% | +22.2% | +5.8% | +20.4% |
| YTD | +16.0% | +22.3% | -6.3% | +8.8% |
| 1Y | +0.7% | +39.4% | -38.7% | -9.2% |
| 3Y | +6.2% | +188.5% | -182.3% | -23.2% |
| 5Y | -28.1% | +101.5% | -129.7% | -43.4% |
| All | +110.9% | +155.1% | -44.2% | +44.1% |
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