+371.6%
ALL vs CFG
+216.2%
+155.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.2% |
| 7D | +5.0% | +3.2% | +1.8% | +3.9% |
| 30D | +13.3% | +5.1% | +8.2% | +11.5% |
| 3M | +3.2% | -11.2% | +14.4% | +7.2% |
| 6M | +25.3% | +9.6% | +15.8% | +21.1% |
| YTD | +30.5% | +15.0% | +15.5% | +23.2% |
| 1Y | +29.2% | +29.9% | -0.7% | +17.0% |
| 3Y | +119.1% | +192.1% | -73.0% | +44.3% |
| 5Y | +162.6% | +62.3% | +100.3% | +107.8% |
| All | +371.6% | +216.2% | +155.4% | +183.5% |
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 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