+148.4%
CFG vs AS
+120.4%
+28.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.6% | -0.8% |
| 7D | +1.5% | -4.9% | +6.4% | +2.5% |
| 30D | -3.8% | -19.6% | +15.8% | +0.4% |
| 3M | +11.5% | -14.4% | +25.9% | +14.6% |
| 6M | +19.2% | -20.1% | +39.3% | +23.8% |
| YTD | +23.7% | -20.9% | +44.6% | +28.6% |
| 1Y | +38.8% | -21.9% | +60.7% | +44.2% |
| All | +148.4% | +120.4% | +28.0% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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