+166.1%
B vs CFG
+168.6%
-2.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.7% |
| 7D | +9.6% | -0.9% | +10.5% | +9.8% |
| 30D | +3.5% | +1.1% | +2.5% | +3.4% |
| 3M | -1.6% | -12.0% | +10.4% | +0.3% |
| 6M | -1.7% | -2.2% | +0.6% | -1.6% |
| YTD | -5.3% | +11.4% | -16.7% | -7.2% |
| 1Y | +27.2% | +27.8% | -0.6% | +22.7% |
| 3Y | +166.1% | +173.3% | -7.2% | +110.6% |
| All | +166.1% | +168.6% | -2.5% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling