+204.8%
C vs CFG
+351.2%
-146.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.1% | -1.9% | -2.8% |
| 7D | -5.3% | -2.2% | -3.1% | -3.8% |
| 30D | -7.3% | +0.4% | -7.7% | -7.5% |
| 3M | -13.5% | -12.6% | -0.9% | -4.9% |
| 6M | -6.5% | +0.6% | -7.1% | -7.3% |
| YTD | +3.6% | +12.4% | -8.8% | -5.0% |
| 1Y | +18.9% | +27.7% | -8.8% | -0.3% |
| 3Y | +205.0% | +172.4% | +32.6% | +46.3% |
| 5Y | +109.4% | +64.0% | +45.4% | +36.4% |
| 10Y | +232.9% | +252.8% | -19.9% | +8.0% |
| All | +204.8% | +351.2% | -146.3% | -16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling