-56.6%
ACHR vs CFG
+137.4%
-193.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.8% | -10.1% | -10.4% |
| 7D | +11.9% | +1.6% | +10.3% | +10.9% |
| 30D | -2.5% | +3.3% | -5.8% | -4.2% |
| 3M | -31.2% | -11.5% | -19.6% | -25.8% |
| 6M | -32.2% | +6.2% | -38.5% | -35.5% |
| YTD | -42.4% | +14.3% | -56.7% | -47.7% |
| 1Y | -49.9% | +26.7% | -76.7% | -57.3% |
| 3Y | -12.9% | +187.8% | -200.6% | -51.0% |
| 5Y | -24.6% | +61.3% | -85.9% | -48.8% |
| All | -56.6% | +137.4% | -193.9% | -70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling