+641.7%
BE vs CFG
+130.3%
+511.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -3.9% | -4.1% |
| 7D | -13.4% | +0.7% | -14.1% | -13.5% |
| 30D | -33.9% | +2.8% | -36.7% | -34.9% |
| 3M | -12.0% | -10.1% | -1.9% | -5.2% |
| 6M | -29.0% | +3.2% | -32.2% | -30.9% |
| YTD | +113.4% | +14.2% | +99.2% | +94.1% |
| 1Y | +33.2% | +27.4% | +5.8% | +12.0% |
| 3Y | +1,659.2% | +187.6% | +1,471.6% | +720.5% |
| 5Y | +461.4% | +65.7% | +395.7% | +269.6% |
| All | +641.7% | +130.3% | +511.4% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling