+297.6%
CFG vs ACI
+25.9%
+271.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.5% | +0.2% | +1.4% | +1.5% |
| 30D | -3.8% | +5.9% | -9.7% | -4.3% |
| 3M | +11.5% | -19.8% | +31.3% | +13.1% |
| 6M | +19.2% | -24.7% | +43.9% | +21.4% |
| YTD | +23.7% | -24.4% | +48.1% | +25.8% |
| 1Y | +38.8% | -31.5% | +70.3% | +42.3% |
| 3Y | +178.9% | -38.7% | +217.6% | +187.5% |
| 5Y | +101.8% | -42.8% | +144.6% | +106.7% |
| All | +297.6% | +25.9% | +271.7% | +337.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling