+173.3%
CFG vs AR
+19.9%
+153.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -0.9% | -14.3% | +13.4% | +1.6% |
| 30D | +1.1% | +1.4% | -0.4% | +0.6% |
| 3M | -12.0% | +3.4% | -15.4% | -12.9% |
| 6M | -2.2% | -2.1% | -0.2% | -2.5% |
| YTD | +11.4% | +4.7% | +6.7% | +8.0% |
| 1Y | +27.8% | +10.6% | +17.3% | +21.9% |
| 3Y | +173.3% | +24.6% | +148.7% | +150.5% |
| All | +173.3% | +19.9% | +153.4% | +150.5% |
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