-45.3%
ACHR vs CFG
+152.8%
-198.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -5.4% | -1.7% | -3.7% | -4.4% |
| 30D | -19.7% | -4.6% | -15.1% | -17.5% |
| 3M | +7.9% | +7.9% | 0.0% | +2.2% |
| 6M | -13.8% | +19.9% | -33.6% | -23.9% |
| YTD | -27.5% | +21.7% | -49.2% | -36.6% |
| 1Y | -33.9% | +38.4% | -72.4% | -46.4% |
| 3Y | -20.0% | +187.0% | -207.0% | -55.4% |
| 5Y | -44.0% | +99.5% | -143.5% | -63.5% |
| All | -45.3% | +152.8% | -198.2% | -64.8% |
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