+57.2%
AA vs CFG
+168.6%
-111.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.5% |
| 7D | +0.9% | -0.9% | +1.8% | +1.6% |
| 30D | -6.7% | +1.1% | -7.7% | -7.4% |
| 3M | -16.3% | -12.0% | -4.4% | -9.2% |
| 6M | -37.1% | -2.2% | -34.9% | -37.2% |
| YTD | -25.0% | +11.4% | -36.4% | -32.5% |
| 1Y | +8.6% | +27.8% | -19.3% | -11.8% |
| 3Y | +57.2% | +173.3% | -116.1% | -35.4% |
| All | +57.2% | +168.6% | -111.4% | -35.4% |
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