+222.7%
B vs CFG
+224.4%
-1.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.6% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | -4.3% | +3.1% | -7.5% | -4.4% |
| 3M | -2.3% | -9.7% | +7.4% | -2.1% |
| 6M | -16.2% | +6.7% | -22.9% | -16.4% |
| YTD | -8.8% | +15.2% | -24.0% | -9.2% |
| 1Y | +11.4% | +28.8% | -17.4% | +10.8% |
| 3Y | +174.3% | +190.1% | -15.8% | +170.7% |
| 5Y | +116.2% | +63.4% | +52.8% | +111.7% |
| 10Y | +222.7% | +219.8% | +3.0% | +278.8% |
| All | +222.7% | +224.4% | -1.7% | +278.8% |
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