+117.6%
DT vs CFG
+158.0%
-40.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -3.3% | +1.5% | -4.8% | -3.7% |
| 30D | +2.0% | -3.8% | +5.9% | +3.1% |
| 3M | +20.0% | +11.5% | +8.5% | +16.2% |
| 6M | +39.3% | +19.2% | +20.1% | +31.9% |
| YTD | +19.8% | +23.7% | -4.0% | +11.9% |
| 1Y | +4.3% | +38.8% | -34.6% | -5.9% |
| 3Y | +7.7% | +178.9% | -171.2% | -21.4% |
| 5Y | -26.8% | +101.8% | -128.6% | -42.4% |
| All | +117.6% | +158.0% | -40.3% | +48.2% |
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