+57.3%
BMY vs CFG
+214.3%
-157.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -1.3% | +1.6% | -2.9% | -1.6% |
| 30D | +10.0% | +3.3% | +6.7% | +9.4% |
| 3M | -1.2% | -11.5% | +10.4% | +0.8% |
| 6M | +12.8% | +6.2% | +6.6% | +11.5% |
| YTD | +20.7% | +14.3% | +6.4% | +17.6% |
| 1Y | +32.6% | +26.7% | +5.9% | +27.1% |
| 3Y | +41.8% | +187.8% | -145.9% | +17.3% |
| 5Y | +29.0% | +61.3% | -32.3% | +14.8% |
| All | +57.3% | +214.3% | -157.0% | +24.7% |
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