+434.4%
ALL vs CFG
+347.0%
+87.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.5% | -4.2% |
| 7D | -1.9% | -0.9% | -1.1% | -1.7% |
| 30D | +13.8% | +1.1% | +12.7% | +13.4% |
| 3M | -7.0% | -12.0% | +5.0% | -3.2% |
| 6M | +18.0% | -2.2% | +20.3% | +18.3% |
| YTD | +24.2% | +11.4% | +12.8% | +18.7% |
| 1Y | +31.2% | +27.8% | +3.3% | +19.7% |
| 3Y | +107.5% | +173.3% | -65.8% | +41.4% |
| 5Y | +144.8% | +62.4% | +82.4% | +94.5% |
| 10Y | +375.8% | +249.6% | +126.2% | +168.1% |
| All | +434.4% | +347.0% | +87.4% | +181.3% |
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 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