+300.3%
CB vs CFG
+396.4%
-96.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.5% | +1.5% | -1.0% | 0.0% |
| 30D | -3.1% | -3.8% | +0.7% | -1.9% |
| 3M | +9.0% | +11.5% | -2.5% | +4.7% |
| 6M | +2.9% | +19.2% | -16.3% | -3.5% |
| YTD | +10.1% | +23.7% | -13.6% | +1.5% |
| 1Y | +22.8% | +38.8% | -16.1% | +8.5% |
| 3Y | +73.8% | +178.9% | -105.1% | +14.3% |
| 5Y | +99.2% | +101.8% | -2.6% | +43.1% |
| 10Y | +218.2% | +317.3% | -99.0% | +58.9% |
| All | +300.3% | +396.4% | -96.1% | +91.2% |
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