+219.8%
C vs CFG
+182.2%
+37.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.5% | +0.5% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -5.4% | +3.2% | -8.6% | -7.3% |
| 3M | -9.2% | -9.7% | +0.5% | -2.8% |
| 6M | -1.8% | +3.6% | -5.5% | -4.5% |
| YTD | +6.7% | +14.7% | -8.0% | -2.9% |
| 1Y | +23.5% | +29.6% | -6.1% | +3.8% |
| 3Y | +219.8% | +190.6% | +29.2% | +81.4% |
| All | +219.8% | +182.2% | +37.6% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling