+104.2%
CB vs CFG
+66.0%
+38.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | +8.2% | +2.8% | +5.4% | +7.5% |
| 3M | +6.3% | -10.1% | +16.4% | +8.6% |
| 6M | +16.2% | +3.2% | +13.0% | +15.0% |
| YTD | +19.3% | +14.2% | +5.1% | +15.1% |
| 1Y | +29.2% | +27.4% | +1.8% | +21.5% |
| 3Y | +71.4% | +187.6% | -116.1% | +26.5% |
| 5Y | +104.2% | +65.7% | +38.5% | +76.4% |
| All | +104.2% | +66.0% | +38.3% | +76.4% |
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