-37.8%
CCI vs CFG
+68.3%
-106.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.4% |
| 7D | +0.9% | +0.3% | +0.7% | +0.9% |
| 30D | +10.3% | +3.2% | +7.1% | +9.7% |
| 3M | +17.9% | -9.7% | +27.6% | +19.8% |
| 6M | -0.5% | +3.6% | -4.1% | -1.4% |
| YTD | +2.7% | +14.7% | -12.0% | -0.4% |
| 1Y | +3.1% | +29.6% | -26.4% | -2.3% |
| 3Y | +8.0% | +190.6% | -182.6% | -18.8% |
| 5Y | -37.8% | +67.1% | -104.9% | -48.3% |
| All | -37.8% | +68.3% | -106.1% | -48.3% |
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