+291.9%
C vs CFG
+324.8%
-33.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.6% | +1.5% | +2.1% | +2.5% |
| 30D | +0.1% | -3.8% | +3.9% | +2.8% |
| 3M | +2.4% | +11.5% | -9.1% | -5.2% |
| 6M | +24.9% | +19.2% | +5.7% | +10.3% |
| YTD | +19.8% | +23.7% | -3.9% | +3.1% |
| 1Y | +44.9% | +38.8% | +6.0% | +14.7% |
| 3Y | +263.0% | +178.9% | +84.1% | +72.3% |
| 5Y | +129.5% | +101.8% | +27.7% | +29.7% |
| All | +291.9% | +324.8% | -33.0% | +19.4% |
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