+157.6%
B vs CFG
+101.4%
+56.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | +1.5% | -3.1% | -1.7% |
| 30D | +9.4% | -3.8% | +13.3% | +9.8% |
| 3M | +5.0% | +11.5% | -6.5% | +3.8% |
| 6M | -3.5% | +19.2% | -22.7% | -5.3% |
| YTD | +4.5% | +23.7% | -19.2% | +2.2% |
| 1Y | +67.8% | +38.8% | +28.9% | +62.7% |
| 3Y | +196.7% | +178.9% | +17.8% | +170.4% |
| All | +157.6% | +101.4% | +56.3% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling