+237.0%
CFG vs BB
+33.0%
+204.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.6% | +2.1% |
| 7D | +0.3% | +15.0% | -14.7% | -1.9% |
| 30D | +3.2% | +3.5% | -0.3% | +2.3% |
| 3M | -9.7% | +2.7% | -12.4% | -10.8% |
| 6M | +3.6% | +44.7% | -41.1% | -4.9% |
| YTD | +14.7% | +143.3% | -128.6% | -4.1% |
| 1Y | +29.6% | +102.2% | -72.6% | +11.4% |
| 3Y | +190.6% | +156.1% | +34.4% | +129.4% |
| 5Y | +67.1% | -17.6% | +84.7% | +52.4% |
| 10Y | +237.0% | +29.0% | +208.1% | +113.7% |
| All | +237.0% | +33.0% | +204.0% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling