+43.5%
BMY vs CFG
+39.4%
+4.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | -3.3% | +2.7% | -6.0% | -3.8% |
| 30D | 0.0% | -3.7% | +3.6% | +0.6% |
| 3M | +17.7% | +9.5% | +8.3% | +15.1% |
| 6M | +9.6% | +22.2% | -12.6% | +5.1% |
| YTD | +24.0% | +22.3% | +1.7% | +18.5% |
| All | +43.5% | +39.4% | +4.2% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling