+326.8%
CFG vs AU
+772.1%
-445.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.1% | -0.6% |
| 7D | +0.7% | +15.3% | -14.6% | +1.0% |
| 30D | +2.8% | -0.3% | +3.1% | +2.8% |
| 3M | -10.1% | -2.9% | -7.2% | -10.1% |
| 6M | +3.2% | -10.7% | +13.9% | +3.0% |
| YTD | +14.2% | +14.0% | +0.2% | +15.0% |
| 1Y | +27.4% | +32.5% | -5.1% | +29.1% |
| 3Y | +187.6% | +557.9% | -370.3% | +209.6% |
| 5Y | +65.7% | +441.0% | -375.3% | +77.5% |
| 10Y | +219.7% | +816.9% | -597.2% | +274.6% |
| All | +326.8% | +772.1% | -445.3% | +425.9% |
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