+101.0%
CB vs CFG
+101.4%
-0.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.5% | +1.5% | -1.0% | +0.2% |
| 30D | -3.1% | -3.8% | +0.7% | -2.3% |
| 3M | +9.0% | +11.5% | -2.5% | +6.2% |
| 6M | +2.9% | +19.2% | -16.3% | -1.3% |
| YTD | +10.1% | +23.7% | -13.6% | +4.5% |
| 1Y | +22.8% | +38.8% | -16.1% | +13.3% |
| 3Y | +73.8% | +178.9% | -105.1% | +30.3% |
| All | +101.0% | +101.4% | -0.3% | +63.5% |
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 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