+32.2%
CB vs CFG
+34.2%
-2.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.9% |
| 7D | +5.3% | +1.8% | +3.5% | +5.1% |
| 30D | +13.2% | +3.3% | +9.9% | +12.9% |
| 3M | +7.8% | -9.8% | +17.6% | +8.2% |
| 6M | +15.8% | +5.2% | +10.6% | +15.2% |
| YTD | +21.0% | +16.1% | +4.9% | +20.9% |
| 1Y | +32.2% | +33.7% | -1.5% | +32.5% |
| All | +32.2% | +34.2% | -2.0% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling