+327.1%
CFG vs AU
+714.0%
-387.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | -0.9% |
| 7D | +1.6% | -1.1% | +2.7% | +1.6% |
| 30D | +3.3% | -4.4% | +7.7% | +3.2% |
| 3M | -11.5% | -10.0% | -1.6% | -11.7% |
| 6M | +6.2% | -14.5% | +20.7% | +6.0% |
| YTD | +14.3% | +6.4% | +7.9% | +14.9% |
| 1Y | +26.7% | +7.7% | +19.1% | +27.6% |
| 3Y | +187.8% | +514.1% | -326.3% | +209.3% |
| 5Y | +61.3% | +386.5% | -325.2% | +72.2% |
| 10Y | +217.2% | +851.3% | -634.1% | +273.1% |
| All | +327.1% | +714.0% | -387.0% | +425.5% |
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