+181.4%
CFG vs AR
+40.7%
+140.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.5% | +2.5% | -1.0% | +1.1% |
| 30D | -3.8% | +14.8% | -18.6% | -6.4% |
| 3M | +11.5% | +6.2% | +5.3% | +9.9% |
| 6M | +19.2% | +4.3% | +14.9% | +17.1% |
| YTD | +23.7% | +14.4% | +9.3% | +18.2% |
| 1Y | +38.8% | +21.3% | +17.5% | +29.8% |
| All | +181.4% | +40.7% | +140.6% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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