+103.2%
CB vs CFG
+61.2%
+42.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | +0.2% | -0.9% | +1.1% | +0.4% |
| 30D | +9.1% | +1.1% | +8.0% | +8.8% |
| 3M | +3.4% | -12.0% | +15.4% | +6.1% |
| 6M | +14.1% | -2.2% | +16.3% | +14.2% |
| YTD | +18.0% | +11.4% | +6.6% | +14.5% |
| 1Y | +30.1% | +27.8% | +2.3% | +22.2% |
| 3Y | +71.8% | +173.3% | -101.5% | +28.5% |
| All | +103.2% | +61.2% | +42.0% | +76.1% |
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