-20.6%
ACHR vs CFG
+68.3%
-89.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.9% | +5.4% | +6.3% |
| 7D | +15.3% | +0.3% | +15.1% | +15.2% |
| 30D | -3.0% | +3.2% | -6.2% | -5.1% |
| 3M | -14.0% | -9.7% | -4.3% | -7.7% |
| 6M | -25.8% | +3.6% | -29.4% | -28.9% |
| YTD | -36.0% | +14.7% | -50.7% | -43.1% |
| 1Y | -41.2% | +29.6% | -70.8% | -52.1% |
| 3Y | -8.6% | +190.6% | -199.1% | -55.5% |
| 5Y | -20.6% | +67.1% | -87.7% | -48.1% |
| All | -20.6% | +68.3% | -89.0% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling