+188.5%
CFG vs AU
+624.5%
-436.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.1% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | -3.7% | +12.8% | -16.5% | -4.4% |
| 3M | +9.5% | +28.5% | -19.0% | +7.8% |
| 6M | +22.2% | +4.8% | +17.4% | +21.3% |
| YTD | +22.3% | +31.0% | -8.6% | +19.9% |
| 1Y | +39.4% | +81.4% | -42.0% | +34.6% |
| 3Y | +188.5% | +618.4% | -429.9% | +125.1% |
| All | +188.5% | +624.5% | -436.0% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling