+113.6%
C vs CFG
+61.7%
+51.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.4% |
| 7D | +4.2% | +3.2% | +1.0% | +2.2% |
| 30D | +2.0% | +5.1% | -3.2% | -1.1% |
| 3M | -10.1% | -11.2% | +1.1% | -3.4% |
| 6M | +1.0% | +9.6% | -8.6% | -4.7% |
| YTD | +8.5% | +15.0% | -6.5% | -0.5% |
| 1Y | +25.7% | +29.9% | -4.1% | +7.1% |
| 3Y | +216.0% | +192.1% | +23.9% | +68.6% |
| All | +113.6% | +61.7% | +51.9% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling