+368.4%
ALL vs CFG
+230.2%
+138.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | -0.1% | +0.7% | -0.8% | -0.4% |
| 30D | +13.8% | +2.8% | +11.0% | +12.8% |
| 3M | -2.8% | -10.1% | +7.3% | +0.6% |
| 6M | +23.7% | +3.2% | +20.5% | +21.8% |
| YTD | +27.3% | +14.2% | +13.1% | +20.5% |
| 1Y | +30.5% | +27.4% | +3.1% | +19.0% |
| 3Y | +113.0% | +187.6% | -74.6% | +41.1% |
| 5Y | +157.6% | +65.7% | +91.9% | +102.2% |
| 10Y | +368.4% | +219.7% | +148.7% | +176.5% |
| All | +368.4% | +230.2% | +138.2% | +176.5% |
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