+105.5%
CB vs CFG
+61.9%
+43.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.5% | 0.0% |
| 7D | +2.6% | -2.2% | +4.7% | +3.0% |
| 30D | +11.2% | +0.4% | +10.8% | +11.1% |
| 3M | +5.7% | -12.6% | +18.3% | +8.6% |
| 6M | +15.9% | +0.6% | +15.3% | +15.4% |
| YTD | +20.2% | +12.4% | +7.7% | +16.3% |
| 1Y | +32.4% | +27.7% | +4.7% | +24.4% |
| 3Y | +75.5% | +172.4% | -96.9% | +31.5% |
| 5Y | +105.5% | +64.0% | +41.5% | +77.4% |
| All | +105.5% | +61.9% | +43.6% | +77.4% |
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