+246.6%
CB vs CFG
+216.8%
+29.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | 0.0% |
| 7D | -1.0% | -0.8% | -0.2% | -0.8% |
| 30D | +7.3% | +3.1% | +4.2% | +6.2% |
| 3M | +7.0% | -9.7% | +16.7% | +10.5% |
| 6M | +16.3% | +6.7% | +9.6% | +13.2% |
| YTD | +19.7% | +15.2% | +4.6% | +12.8% |
| 1Y | +27.8% | +28.8% | -1.0% | +15.6% |
| 3Y | +72.0% | +190.1% | -118.1% | +10.5% |
| 5Y | +104.9% | +63.4% | +41.5% | +59.0% |
| All | +246.6% | +216.8% | +29.8% | +94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling