+195.3%
B vs CFG
+182.2%
+13.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +3.7% |
| 7D | +11.3% | +0.3% | +11.1% | +11.3% |
| 30D | +2.9% | +3.2% | -0.3% | +2.4% |
| 3M | -2.9% | -9.7% | +6.8% | -1.4% |
| 6M | -1.2% | +3.6% | -4.8% | -2.1% |
| YTD | -1.3% | +14.7% | -16.0% | -3.7% |
| 1Y | +30.4% | +29.6% | +0.8% | +25.4% |
| 3Y | +195.3% | +190.6% | +4.7% | +135.4% |
| All | +195.3% | +182.2% | +13.1% | +135.4% |
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