+208.6%
B vs CFG
+230.2%
-21.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -6.1% |
| 7D | +7.1% | +0.7% | +6.4% | +7.1% |
| 30D | -3.3% | +2.8% | -6.1% | -3.4% |
| 3M | -2.5% | -10.1% | +7.6% | -2.3% |
| 6M | -7.2% | +3.2% | -10.4% | -7.3% |
| YTD | -7.4% | +14.2% | -21.5% | -7.7% |
| 1Y | +16.4% | +27.4% | -11.0% | +15.9% |
| 3Y | +178.7% | +187.6% | -8.9% | +175.2% |
| 5Y | +121.7% | +65.7% | +56.0% | +117.4% |
| 10Y | +208.6% | +219.7% | -11.1% | +275.0% |
| All | +208.6% | +230.2% | -21.6% | +275.0% |
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