-8.1%
DT vs CFG
+168.6%
-176.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -24.7% | -0.9% | -23.8% | -24.5% |
| 30D | -27.4% | +1.1% | -28.4% | -27.5% |
| 3M | -11.1% | -12.0% | +0.9% | -8.1% |
| 6M | +13.7% | -2.2% | +15.9% | +13.9% |
| YTD | +0.2% | +11.4% | -11.2% | -4.1% |
| 1Y | -5.7% | +27.8% | -33.5% | -13.7% |
| 3Y | -8.1% | +173.3% | -181.4% | -26.4% |
| All | -8.1% | +168.6% | -176.7% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling