+60.4%
CFG vs ACI
-42.9%
+103.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +3.2% | +2.3% | +0.9% | +2.9% |
| 30D | +5.1% | +1.2% | +3.9% | +4.9% |
| 3M | -11.2% | +6.8% | -18.0% | -12.0% |
| 6M | +9.6% | -18.7% | +28.3% | +11.8% |
| YTD | +15.0% | -20.2% | +35.2% | +17.0% |
| 1Y | +29.9% | -23.7% | +53.6% | +33.2% |
| 3Y | +192.1% | -31.6% | +223.7% | +201.8% |
| All | +60.4% | -42.9% | +103.3% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling