+102.5%
CFG vs A
-12.8%
+115.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +1.5% | -1.9% | +3.5% | +2.4% |
| 30D | -3.8% | +6.9% | -10.7% | -6.8% |
| 3M | +11.5% | +9.2% | +2.2% | +6.8% |
| 6M | +19.2% | +25.7% | -6.5% | +6.2% |
| YTD | +23.7% | +11.5% | +12.2% | +16.4% |
| 1Y | +38.8% | +18.4% | +20.5% | +26.3% |
| 3Y | +178.9% | +26.6% | +152.3% | +138.5% |
| All | +102.5% | -12.8% | +115.3% | +73.7% |
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