+364.8%
ALL vs CFG
+308.1%
+56.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -2.2% | -0.6% | -1.6% | -2.0% |
| 30D | -5.6% | -4.5% | -1.0% | -4.2% |
| 3M | +17.2% | +6.3% | +10.9% | +14.5% |
| 6M | +23.2% | +20.6% | +2.6% | +15.3% |
| YTD | +23.6% | +21.2% | +2.4% | +14.9% |
| 1Y | +29.2% | +38.2% | -9.0% | +14.6% |
| 3Y | +153.8% | +185.9% | -32.1% | +68.7% |
| 5Y | +116.1% | +97.0% | +19.1% | +59.8% |
| 10Y | +364.8% | +306.8% | +58.0% | +163.3% |
| All | +364.8% | +308.1% | +56.7% | +163.3% |
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