+362.4%
CFG vs AME
+406.5%
-44.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -1.4% |
| 7D | +1.5% | +0.6% | +0.9% | +1.0% |
| 30D | -3.8% | -6.7% | +2.9% | +2.1% |
| 3M | +11.5% | +4.1% | +7.4% | +7.0% |
| 6M | +19.2% | +1.6% | +17.6% | +16.3% |
| YTD | +23.7% | +16.1% | +7.6% | +7.1% |
| 1Y | +38.8% | +27.3% | +11.5% | +10.0% |
| 3Y | +178.9% | +50.9% | +128.0% | +86.7% |
| 5Y | +101.8% | +81.4% | +20.4% | +12.6% |
| 10Y | +317.3% | +417.0% | -99.7% | +4.5% |
| All | +362.4% | +406.5% | -44.1% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling