+0.6%
CFG vs AR
-7.2%
+7.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -3.3% |
| 7D | -2.2% | -11.7% | +9.5% | -3.0% |
| 30D | +0.4% | +1.8% | -1.5% | +0.2% |
| 3M | -12.6% | +6.0% | -18.6% | -11.4% |
| 6M | +0.6% | -7.0% | +7.6% | -2.1% |
| All | +0.6% | -7.2% | +7.8% | -2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling