-1.5%
BBY vs CFG
+99.7%
-101.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | +1.2% | -0.6% | +1.8% | +1.5% |
| 30D | +6.8% | -4.5% | +11.3% | +9.0% |
| 3M | +18.7% | +6.3% | +12.4% | +15.2% |
| 6M | +37.3% | +20.6% | +16.7% | +25.3% |
| YTD | +35.3% | +21.2% | +14.1% | +22.8% |
| 1Y | +20.7% | +38.2% | -17.5% | +2.8% |
| 3Y | +39.4% | +185.9% | -146.5% | -15.8% |
| 5Y | -1.5% | +97.0% | -98.5% | -32.8% |
| All | -1.5% | +99.7% | -101.1% | -32.8% |
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 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