+444.4%
ALL vs CFG
+396.4%
+48.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | 0.0% | +1.5% | -1.5% | -0.5% |
| 30D | -1.5% | -3.8% | +2.3% | -0.3% |
| 3M | +23.6% | +11.5% | +12.1% | +19.0% |
| 6M | +22.3% | +19.2% | +3.1% | +15.0% |
| YTD | +26.5% | +23.7% | +2.8% | +17.0% |
| 1Y | +27.0% | +38.8% | -11.8% | +12.8% |
| 3Y | +149.6% | +178.9% | -29.3% | +68.7% |
| 5Y | +118.1% | +101.8% | +16.3% | +60.9% |
| 10Y | +369.0% | +317.3% | +51.7% | +150.3% |
| All | +444.4% | +396.4% | +48.1% | +177.2% |
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