-42.7%
ACHR vs CFG
+157.0%
-199.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -0.7% | +1.5% | -2.2% | -1.6% |
| 30D | +9.8% | -3.8% | +13.6% | +12.3% |
| 3M | -10.5% | +11.5% | -22.0% | -17.1% |
| 6M | -15.5% | +19.2% | -34.7% | -25.1% |
| YTD | -24.1% | +23.7% | -47.8% | -34.3% |
| 1Y | -32.4% | +38.8% | -71.3% | -45.3% |
| 3Y | -11.6% | +178.9% | -190.5% | -50.4% |
| 5Y | -42.9% | +101.8% | -144.7% | -63.2% |
| All | -42.7% | +157.0% | -199.7% | -63.5% |
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