+229.7%
B vs CFG
+351.2%
-121.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.7% | +0.5% |
| 7D | +4.3% | -2.2% | +6.5% | +4.3% |
| 30D | -0.9% | +0.4% | -1.3% | -0.9% |
| 3M | -1.4% | -12.6% | +11.2% | -1.5% |
| 6M | +5.0% | +0.6% | +4.4% | +5.0% |
| YTD | -5.8% | +12.4% | -18.3% | -5.7% |
| 1Y | +25.6% | +27.7% | -2.1% | +26.1% |
| 3Y | +161.6% | +172.4% | -10.8% | +168.5% |
| 5Y | +135.2% | +64.0% | +71.3% | +136.1% |
| 10Y | +170.7% | +252.8% | -82.1% | +207.8% |
| All | +229.7% | +351.2% | -121.4% | +300.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling