+62.0%
CFG vs A
+15.4%
+46.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.6% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +1.1% | +3.4% | -2.3% | -0.4% |
| 3M | -12.0% | +23.8% | -35.8% | -20.2% |
| 6M | -2.2% | +49.0% | -51.2% | -19.3% |
| YTD | +11.4% | +29.4% | -18.0% | -2.1% |
| 1Y | +27.8% | +19.4% | +8.5% | +16.8% |
| 3Y | +173.3% | +66.2% | +107.1% | +105.1% |
| All | +62.0% | +15.4% | +46.7% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling