+1,362.0%
AMAT vs CFG
+214.3%
+1,147.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.2% |
| 7D | +19.3% | +1.6% | +17.7% | +18.6% |
| 30D | -17.9% | +3.3% | -21.2% | -19.0% |
| 3M | -30.4% | -11.5% | -18.9% | -26.3% |
| 6M | -11.4% | +6.2% | -17.7% | -14.1% |
| YTD | +48.8% | +14.3% | +34.5% | +39.5% |
| 1Y | +66.0% | +26.7% | +39.3% | +48.4% |
| 3Y | +158.8% | +187.8% | -28.9% | +54.2% |
| 5Y | +153.2% | +61.3% | +91.9% | +93.1% |
| All | +1,362.0% | +214.3% | +1,147.8% | +762.1% |
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