+320.3%
CFG vs AR
-35.7%
+356.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.6% |
| 7D | -2.2% | -11.7% | +9.5% | +0.3% |
| 30D | +0.4% | +1.8% | -1.5% | -0.2% |
| 3M | -12.6% | +6.0% | -18.6% | -14.0% |
| 6M | +0.6% | -7.0% | +7.6% | +1.2% |
| YTD | +12.4% | +5.6% | +6.9% | +9.2% |
| 1Y | +27.7% | +10.8% | +16.9% | +22.4% |
| 3Y | +172.4% | +19.3% | +153.1% | +150.2% |
| 5Y | +64.0% | +73.3% | -9.4% | +33.1% |
| 10Y | +252.8% | +47.6% | +205.2% | +107.7% |
| All | +320.3% | -35.7% | +356.0% | +145.8% |
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