+206.6%
CFG vs A
+300.7%
-94.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.4% |
| 7D | +1.6% | +0.7% | +0.9% | +1.2% |
| 30D | +3.3% | +0.8% | +2.5% | +2.7% |
| 3M | -11.5% | +16.9% | -28.4% | -19.3% |
| 6M | +6.2% | +53.8% | -47.5% | -17.8% |
| YTD | +14.3% | +28.1% | -13.8% | -2.7% |
| 1Y | +26.7% | +15.0% | +11.7% | +14.7% |
| 3Y | +187.8% | +63.1% | +124.7% | +104.2% |
| 5Y | +61.3% | +11.5% | +49.8% | +40.1% |
| All | +206.6% | +300.7% | -94.0% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling