+80.2%
BMY vs CFG
+360.2%
-279.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.5% |
| 7D | -1.4% | +0.3% | -1.7% | -1.4% |
| 30D | +5.1% | +3.2% | +1.9% | +4.5% |
| 3M | -3.0% | -9.7% | +6.7% | -1.3% |
| 6M | +13.1% | +3.6% | +9.4% | +12.2% |
| YTD | +20.3% | +14.7% | +5.6% | +17.0% |
| 1Y | +39.0% | +29.6% | +9.4% | +32.3% |
| 3Y | +42.0% | +190.6% | -148.6% | +15.7% |
| 5Y | +28.5% | +67.1% | -38.5% | +12.8% |
| 10Y | +57.5% | +237.0% | -179.5% | +10.5% |
| All | +80.2% | +360.2% | -279.9% | +19.2% |
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