+532.2%
BE vs CFG
+61.7%
+470.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.4% |
| 7D | +10.8% | +3.2% | +7.6% | +8.7% |
| 30D | -19.8% | +5.1% | -24.9% | -22.2% |
| 3M | -18.7% | -11.2% | -7.5% | -11.7% |
| 6M | -33.7% | +9.6% | -43.3% | -38.1% |
| YTD | +121.0% | +15.0% | +106.0% | +99.7% |
| 1Y | +85.4% | +29.9% | +55.5% | +53.1% |
| 3Y | +1,709.5% | +192.1% | +1,517.4% | +717.3% |
| All | +532.2% | +61.7% | +470.5% | +279.6% |
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 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