+16.0%
AA vs CFG
+34.2%
-18.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +1.7% |
| 7D | +0.9% | +1.8% | -0.8% | +0.1% |
| 30D | -6.4% | +3.3% | -9.7% | -7.8% |
| 3M | -13.0% | -9.8% | -3.1% | -8.9% |
| 6M | -34.6% | +5.2% | -39.8% | -37.7% |
| YTD | -23.0% | +16.1% | -39.1% | -33.2% |
| 1Y | +16.0% | +33.7% | -17.7% | -14.0% |
| All | +16.0% | +34.2% | -18.2% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling