+672.8%
BX vs CFG
+230.2%
+442.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +3.7% | +0.7% | +3.0% | +3.4% |
| 30D | +8.2% | +2.8% | +5.5% | +6.9% |
| 3M | -12.7% | -10.1% | -2.6% | -7.7% |
| 6M | +1.0% | +3.2% | -2.2% | -0.6% |
| YTD | -17.2% | +14.2% | -31.4% | -22.8% |
| 1Y | -11.6% | +27.4% | -39.0% | -22.0% |
| 3Y | +36.8% | +187.6% | -150.8% | -19.0% |
| 5Y | +4.8% | +65.7% | -60.9% | -20.9% |
| 10Y | +672.8% | +219.7% | +453.1% | +271.8% |
| All | +672.8% | +230.2% | +442.6% | +271.8% |
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