+267.0%
CFG vs ACI
+34.0%
+233.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.6% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | +2.8% | +9.5% | -6.8% | +2.0% |
| 3M | -10.1% | +10.1% | -20.2% | -10.9% |
| 6M | +3.2% | -15.4% | +18.6% | +4.2% |
| YTD | +14.2% | -19.5% | +33.7% | +15.4% |
| 1Y | +27.4% | -21.0% | +48.4% | +29.0% |
| 3Y | +187.6% | -31.2% | +218.8% | +193.4% |
| 5Y | +65.7% | -40.6% | +106.3% | +69.3% |
| All | +267.0% | +34.0% | +233.0% | +301.3% |
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