+362.4%
CFG vs AU
+913.6%
-551.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | -0.1% |
| 7D | +1.5% | -3.6% | +5.2% | +1.4% |
| 30D | -3.8% | +23.9% | -27.7% | -3.3% |
| 3M | +11.5% | +19.1% | -7.6% | +12.1% |
| 6M | +19.2% | -0.2% | +19.3% | +19.3% |
| YTD | +23.7% | +32.5% | -8.8% | +25.0% |
| 1Y | +38.8% | +96.9% | -58.1% | +42.4% |
| 3Y | +178.9% | +614.7% | -435.8% | +200.6% |
| 5Y | +101.8% | +647.7% | -545.9% | +119.3% |
| 10Y | +317.3% | +679.2% | -361.9% | +383.6% |
| All | +362.4% | +913.6% | -551.2% | +471.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling