+362.4%
CFG vs AR
-30.4%
+392.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.5% | +2.5% | -1.0% | +1.0% |
| 30D | -3.8% | +14.8% | -18.6% | -6.7% |
| 3M | +11.5% | +6.2% | +5.3% | +9.7% |
| 6M | +19.2% | +4.3% | +14.9% | +17.0% |
| YTD | +23.7% | +14.4% | +9.3% | +18.5% |
| 1Y | +38.8% | +21.3% | +17.5% | +30.7% |
| 3Y | +178.9% | +39.8% | +139.1% | +148.3% |
| 5Y | +101.8% | +142.1% | -40.3% | +53.1% |
| 10Y | +317.3% | +52.0% | +265.2% | +143.4% |
| All | +362.4% | -30.4% | +392.7% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling