+258.0%
CFG vs ACI
+29.9%
+228.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.6% |
| 7D | -0.9% | -2.2% | +1.3% | -0.7% |
| 30D | +1.1% | +10.3% | -9.2% | +0.2% |
| 3M | -12.0% | +7.2% | -19.2% | -12.5% |
| 6M | -2.2% | -18.0% | +15.8% | -1.0% |
| YTD | +11.4% | -22.0% | +33.4% | +12.9% |
| 1Y | +27.8% | -23.4% | +51.2% | +29.8% |
| 3Y | +173.3% | -35.8% | +209.1% | +180.5% |
| 5Y | +62.4% | -43.7% | +106.1% | +66.4% |
| All | +258.0% | +29.9% | +228.1% | +292.6% |
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