+16.4%
B vs CFG
+28.5%
-12.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.9% |
| 7D | +7.1% | +0.7% | +6.4% | +6.9% |
| 30D | -3.3% | +2.8% | -6.1% | -4.2% |
| 3M | -2.5% | -10.1% | +7.6% | +0.2% |
| 6M | -7.2% | +3.2% | -10.4% | -10.1% |
| YTD | -7.4% | +14.2% | -21.5% | -14.4% |
| 1Y | +16.4% | +27.4% | -11.0% | +3.8% |
| All | +16.4% | +28.5% | -12.0% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling