+1,321.9%
AMAT vs CFG
+216.2%
+1,105.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.4% | -3.0% |
| 7D | +11.4% | +3.2% | +8.2% | +9.9% |
| 30D | -17.0% | +5.1% | -22.2% | -18.8% |
| 3M | -30.6% | -11.2% | -19.4% | -26.7% |
| 6M | -14.9% | +9.6% | -24.5% | -18.7% |
| YTD | +44.7% | +15.0% | +29.7% | +35.3% |
| 1Y | +66.9% | +29.9% | +37.0% | +47.5% |
| 3Y | +153.3% | +192.1% | -38.8% | +49.9% |
| 5Y | +146.2% | +62.3% | +83.9% | +87.2% |
| All | +1,321.9% | +216.2% | +1,105.7% | +735.9% |
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