+91.8%
BMY vs CFG
+396.4%
-304.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.4% | +1.5% | -1.2% | +0.1% |
| 30D | +5.0% | -3.8% | +8.8% | +5.7% |
| 3M | +19.4% | +11.5% | +7.9% | +17.0% |
| 6M | +9.5% | +19.2% | -9.7% | +6.0% |
| YTD | +28.1% | +23.7% | +4.4% | +23.0% |
| 1Y | +50.0% | +38.8% | +11.1% | +40.9% |
| 3Y | +24.1% | +178.9% | -154.8% | +1.6% |
| 5Y | +25.0% | +101.8% | -76.8% | +5.9% |
| 10Y | +68.7% | +317.3% | -248.6% | +12.7% |
| All | +91.8% | +396.4% | -304.5% | +25.2% |
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