+200.5%
B vs CFG
+248.3%
-47.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +4.1% |
| 7D | +11.3% | +0.3% | +11.1% | +11.3% |
| 30D | +2.9% | +3.2% | -0.3% | +2.9% |
| 3M | -2.9% | -9.7% | +6.8% | -2.7% |
| 6M | -1.2% | +3.6% | -4.8% | -1.3% |
| YTD | -1.3% | +14.7% | -16.0% | -1.6% |
| 1Y | +30.4% | +29.6% | +0.8% | +29.8% |
| 3Y | +195.3% | +190.6% | +4.7% | +192.7% |
| 5Y | +146.2% | +67.1% | +79.1% | +141.9% |
| 10Y | +200.5% | +237.0% | -36.5% | +326.8% |
| All | +200.5% | +248.3% | -47.8% | +326.8% |
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