+61.3%
CFG vs AME
+79.2%
-17.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.2% |
| 7D | +1.6% | +8.1% | -6.5% | -4.0% |
| 30D | +3.3% | -3.8% | +7.0% | +5.5% |
| 3M | -11.5% | -6.6% | -4.9% | -7.7% |
| 6M | +6.2% | +4.6% | +1.7% | +1.1% |
| YTD | +14.3% | +17.9% | -3.7% | -1.6% |
| 1Y | +26.7% | +23.2% | +3.5% | +5.4% |
| 3Y | +187.8% | +62.9% | +124.8% | +86.8% |
| 5Y | +61.3% | +77.5% | -16.2% | -7.3% |
| All | +61.3% | +79.2% | -17.9% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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