+304.1%
CFG vs AU
+694.8%
-390.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.3% |
| 7D | -1.7% | -7.0% | +5.3% | -1.8% |
| 30D | -4.6% | +7.3% | -11.9% | -4.5% |
| 3M | +7.9% | +33.2% | -25.3% | +8.4% |
| 6M | +19.9% | -0.6% | +20.5% | +19.9% |
| YTD | +21.7% | +26.2% | -4.5% | +22.5% |
| 1Y | +38.4% | +68.3% | -29.8% | +40.6% |
| 3Y | +187.0% | +592.1% | -405.1% | +203.9% |
| 5Y | +99.5% | +685.3% | -585.7% | +113.5% |
| All | +304.1% | +694.8% | -390.7% | +386.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling