+40.3%
CFG vs AU
+72.0%
-31.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -0.4% | -4.3% | +3.8% | -0.2% |
| 30D | -4.6% | +7.3% | -11.9% | -5.1% |
| 3M | +6.7% | +26.3% | -19.7% | +4.8% |
| 6M | +22.1% | +1.8% | +20.3% | +20.9% |
| YTD | +23.2% | +26.8% | -3.6% | +21.0% |
| 1Y | +40.3% | +66.7% | -26.4% | +38.2% |
| All | +40.3% | +72.0% | -31.7% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling