+126.7%
AMAT vs CFG
+61.2%
+65.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.7% |
| 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% | -32.9% |
| 6M | -22.2% | -2.2% | -20.0% | -21.7% |
| YTD | +29.9% | +11.4% | +18.5% | +22.8% |
| 1Y | +43.3% | +27.8% | +15.4% | +26.8% |
| 3Y | +142.7% | +173.3% | -30.6% | +45.5% |
| All | +126.7% | +61.2% | +65.5% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling