+675.5%
BE vs CFG
+131.3%
+544.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.9% | +9.0% | +9.9% |
| 7D | -1.2% | +0.3% | -1.5% | -1.1% |
| 30D | -30.9% | +3.2% | -34.1% | -32.2% |
| 3M | -11.6% | -9.7% | -1.9% | -5.1% |
| 6M | -25.7% | +3.6% | -29.4% | -28.0% |
| YTD | +123.1% | +14.7% | +108.4% | +102.4% |
| 1Y | +43.4% | +29.6% | +13.8% | +19.2% |
| 3Y | +1,683.6% | +190.6% | +1,493.1% | +725.8% |
| 5Y | +465.4% | +67.1% | +398.3% | +270.1% |
| All | +675.5% | +131.3% | +544.2% | +160.6% |
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