+223.5%
C vs CFG
+242.7%
-19.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.1% |
| 7D | -2.4% | -0.9% | -1.5% | -1.8% |
| 30D | -6.0% | +1.1% | -7.1% | -6.6% |
| 3M | -10.5% | -12.0% | +1.4% | -2.3% |
| 6M | -5.7% | -2.2% | -3.5% | -4.6% |
| YTD | +4.1% | +11.4% | -7.3% | -3.8% |
| 1Y | +20.5% | +27.8% | -7.4% | +1.2% |
| 3Y | +208.1% | +173.3% | +34.8% | +49.2% |
| 5Y | +110.4% | +62.4% | +48.0% | +39.3% |
| All | +223.5% | +242.7% | -19.2% | +14.4% |
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