+41.3%
AA vs CFG
+396.4%
-355.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -0.7% | +1.5% | -2.2% | -1.8% |
| 30D | +5.0% | -3.8% | +8.8% | +7.5% |
| 3M | -35.8% | +11.5% | -47.3% | -40.9% |
| 6M | -18.4% | +19.2% | -37.6% | -28.7% |
| YTD | -5.5% | +23.7% | -29.2% | -19.7% |
| 1Y | +61.0% | +38.8% | +22.1% | +25.5% |
| 3Y | +66.2% | +178.9% | -112.7% | -20.7% |
| 5Y | +11.4% | +101.8% | -90.4% | -36.7% |
| 10Y | +116.9% | +317.3% | -200.4% | -23.9% |
| All | +41.3% | +396.4% | -355.1% | -54.5% |
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