+209.1%
CFG vs AU
+879.0%
-669.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +0.8% |
| 7D | -0.8% | +4.7% | -5.4% | -0.7% |
| 30D | +3.1% | -1.5% | +4.7% | +3.1% |
| 3M | -9.7% | -5.0% | -4.7% | -9.7% |
| 6M | +6.7% | -13.5% | +20.2% | +6.5% |
| YTD | +15.2% | +11.7% | +3.4% | +15.7% |
| 1Y | +28.8% | +21.3% | +7.5% | +29.7% |
| 3Y | +190.1% | +545.0% | -354.9% | +206.7% |
| 5Y | +63.4% | +412.0% | -348.6% | +71.0% |
| All | +209.1% | +879.0% | -669.9% | +273.3% |
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