+190.2%
B vs CFG
+324.8%
-134.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | +1.5% | -3.1% | -1.6% |
| 30D | +9.4% | -3.8% | +13.3% | +9.5% |
| 3M | +5.0% | +11.5% | -6.5% | +4.7% |
| 6M | -3.5% | +19.2% | -22.7% | -3.9% |
| YTD | +4.5% | +23.7% | -19.2% | +4.0% |
| 1Y | +67.8% | +38.8% | +28.9% | +66.8% |
| 3Y | +196.7% | +178.9% | +17.8% | +193.3% |
| 5Y | +151.9% | +101.8% | +50.1% | +148.0% |
| All | +190.2% | +324.8% | -134.7% | +209.4% |
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