+1,162.1%
AMAT vs CFG
+242.7%
+919.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.6% |
| 7D | -14.7% | -0.9% | -13.8% | -14.3% |
| 30D | -36.1% | +1.1% | -37.2% | -36.4% |
| 3M | -36.9% | -12.0% | -24.9% | -33.1% |
| 6M | -22.2% | -2.2% | -20.0% | -21.7% |
| YTD | +29.9% | +11.4% | +18.5% | +23.2% |
| 1Y | +43.3% | +27.8% | +15.4% | +27.5% |
| 3Y | +142.7% | +173.3% | -30.6% | +48.5% |
| 5Y | +126.2% | +62.4% | +63.8% | +72.2% |
| All | +1,162.1% | +242.7% | +919.4% | +742.8% |
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