+336.8%
CB vs CFG
+351.2%
-14.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.5% | +0.4% |
| 7D | +2.6% | -2.2% | +4.7% | +3.3% |
| 30D | +11.2% | +0.4% | +10.8% | +11.0% |
| 3M | +5.7% | -12.6% | +18.3% | +10.3% |
| 6M | +15.9% | +0.6% | +15.3% | +15.0% |
| YTD | +20.2% | +12.4% | +7.7% | +14.2% |
| 1Y | +32.4% | +27.7% | +4.7% | +20.3% |
| 3Y | +75.5% | +172.4% | -96.9% | +16.4% |
| 5Y | +105.5% | +64.0% | +41.5% | +59.6% |
| 10Y | +258.5% | +252.8% | +5.7% | +89.0% |
| All | +336.8% | +351.2% | -14.4% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling