+55.3%
BE vs CFG
+34.2%
+21.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.4% | -8.7% | -7.9% |
| 7D | -12.1% | +1.8% | -13.9% | -13.2% |
| 30D | -30.1% | +3.3% | -33.4% | -31.7% |
| 3M | -12.1% | -9.8% | -2.3% | -5.5% |
| 6M | -30.6% | +5.2% | -35.8% | -34.8% |
| YTD | +130.6% | +16.1% | +114.5% | +96.9% |
| 1Y | +55.3% | +33.7% | +21.6% | +11.8% |
| All | +55.3% | +34.2% | +21.1% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling