+593.0%
BE vs CFG
+124.7%
+468.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +4.1% |
| 7D | -14.7% | -0.9% | -13.8% | -14.1% |
| 30D | -40.5% | +1.1% | -41.6% | -40.9% |
| 3M | -24.3% | -12.0% | -12.3% | -17.5% |
| 6M | -39.3% | -2.2% | -37.1% | -38.8% |
| YTD | +99.4% | +11.4% | +88.0% | +84.2% |
| 1Y | +26.6% | +27.8% | -1.3% | +6.0% |
| 3Y | +1,616.9% | +173.3% | +1,443.6% | +726.3% |
| 5Y | +441.4% | +62.4% | +378.9% | +260.7% |
| All | +593.0% | +124.7% | +468.3% | +137.2% |
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