+188.5%
CFG vs AMCR
+10.1%
+178.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.4% |
| 7D | +2.7% | -1.8% | +4.5% | +3.5% |
| 30D | -3.7% | -6.0% | +2.3% | -1.3% |
| 3M | +9.5% | +18.9% | -9.5% | +1.2% |
| 6M | +22.2% | +5.7% | +16.6% | +18.4% |
| YTD | +22.3% | +11.1% | +11.2% | +14.4% |
| 1Y | +39.4% | +12.7% | +26.7% | +29.0% |
| 3Y | +188.5% | +9.6% | +178.9% | +149.3% |
| All | +188.5% | +10.1% | +178.4% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling