+125.8%
CFG vs AS
+133.7%
-7.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.9% | -2.7% |
| 7D | -2.2% | +7.1% | -9.3% | -3.5% |
| 30D | +0.4% | +12.8% | -12.4% | -2.1% |
| 3M | -12.6% | -14.7% | +2.1% | -9.9% |
| 6M | +0.6% | -9.9% | +10.6% | +2.1% |
| YTD | +12.4% | -16.1% | +28.6% | +15.3% |
| 1Y | +27.7% | +0.2% | +27.5% | +26.1% |
| All | +125.8% | +133.7% | -7.9% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling