+268.6%
CFG vs ACI
+31.1%
+237.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.9% |
| 7D | +0.3% | -5.9% | +6.2% | +0.8% |
| 30D | +3.2% | +7.2% | -4.0% | +2.6% |
| 3M | -9.7% | +8.8% | -18.5% | -10.4% |
| 6M | +3.6% | -17.2% | +20.8% | +4.8% |
| YTD | +14.7% | -21.3% | +35.9% | +16.2% |
| 1Y | +29.6% | -23.7% | +53.3% | +31.6% |
| 3Y | +190.6% | -32.8% | +223.4% | +197.1% |
| 5Y | +67.1% | -41.4% | +108.5% | +71.0% |
| All | +268.6% | +31.1% | +237.5% | +303.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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