+252.5%
C vs CFG
+396.4%
-143.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| 3M | +2.4% | +11.5% | -9.1% | -5.4% |
| 6M | +24.9% | +19.2% | +5.7% | +10.1% |
| YTD | +19.8% | +23.7% | -3.9% | +2.8% |
| 1Y | +44.9% | +38.8% | +6.0% | +14.2% |
| 3Y | +263.0% | +178.9% | +84.1% | +70.1% |
| 5Y | +129.5% | +101.8% | +27.7% | +28.2% |
| 10Y | +291.6% | +317.3% | -25.7% | +12.0% |
| All | +252.5% | +396.4% | -143.9% | -9.5% |
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 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