+911.5%
BE vs CFG
+149.5%
+762.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.4% | +7.4% |
| 7D | +20.0% | +1.5% | +18.4% | +18.8% |
| 30D | +7.9% | -3.8% | +11.7% | +11.0% |
| 3M | -13.2% | +11.5% | -24.7% | -19.9% |
| 6M | +53.5% | +19.2% | +34.3% | +36.2% |
| YTD | +191.0% | +23.7% | +167.3% | +150.8% |
| 1Y | +360.5% | +38.8% | +321.7% | +264.2% |
| 3Y | +1,568.0% | +178.9% | +1,389.1% | +695.9% |
| 5Y | +1,055.2% | +101.8% | +953.4% | +560.1% |
| All | +911.5% | +149.5% | +762.0% | +223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling