+8.7%
AA vs CFG
+29.0%
-20.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.9% | +2.8% | +4.3% |
| 7D | +4.8% | +0.3% | +4.6% | +4.8% |
| 30D | -0.6% | +3.2% | -3.9% | -2.0% |
| 3M | -16.3% | -9.7% | -6.6% | -12.5% |
| 6M | -33.4% | +3.6% | -37.0% | -36.0% |
| YTD | -20.7% | +14.7% | -35.4% | -31.0% |
| All | +8.7% | +29.0% | -20.4% | -17.2% |
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 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