+1,008.9%
BE vs CFG
+146.7%
+862.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.1% | +10.7% | +10.4% |
| 7D | +29.8% | +2.7% | +27.1% | +27.4% |
| 30D | +26.4% | -3.7% | +30.1% | +29.8% |
| 3M | +9.3% | +9.5% | -0.1% | +2.1% |
| 6M | +105.1% | +22.2% | +82.8% | +78.2% |
| YTD | +219.0% | +22.3% | +196.7% | +176.8% |
| 1Y | +418.8% | +39.4% | +379.3% | +308.9% |
| 3Y | +1,784.6% | +188.5% | +1,596.1% | +779.1% |
| 5Y | +1,251.0% | +101.5% | +1,149.4% | +671.8% |
| All | +1,008.9% | +146.7% | +862.2% | +256.6% |
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