+67.1%
CFG vs AR
+75.4%
-8.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.2% | +2.8% |
| 7D | +0.3% | -10.5% | +10.8% | +2.5% |
| 30D | +3.2% | +1.3% | +1.9% | +2.7% |
| 3M | -9.7% | +4.8% | -14.5% | -11.0% |
| 6M | +3.6% | +1.2% | +2.5% | +2.5% |
| YTD | +14.7% | +5.5% | +9.2% | +11.0% |
| 1Y | +29.6% | +8.1% | +21.5% | +24.3% |
| 3Y | +190.6% | +38.8% | +151.7% | +153.7% |
| 5Y | +67.1% | +78.8% | -11.8% | +35.2% |
| All | +67.1% | +75.4% | -8.3% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling