-50.8%
CCI vs CFG
+100.9%
-151.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +0.2% | +2.7% | -2.5% | -0.3% |
| 30D | +0.5% | -3.7% | +4.2% | +1.1% |
| 3M | -16.3% | +9.5% | -25.7% | -17.7% |
| 6M | -13.9% | +22.2% | -36.2% | -17.0% |
| YTD | -12.4% | +22.3% | -34.8% | -15.9% |
| 1Y | -15.2% | +39.4% | -54.6% | -20.5% |
| 3Y | -9.9% | +188.5% | -198.4% | -30.9% |
| 5Y | -50.8% | +101.5% | -152.4% | -58.8% |
| All | -50.8% | +100.9% | -151.8% | -58.8% |
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