+308.6%
CFG vs BB
+3.3%
+305.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.5% |
| 7D | +2.7% | +0.5% | +2.2% | +2.6% |
| 30D | -3.7% | -12.4% | +8.7% | -1.9% |
| 3M | +9.5% | -15.3% | +24.8% | +10.9% |
| 6M | +22.2% | +128.8% | -106.5% | +3.8% |
| YTD | +22.3% | +107.7% | -85.3% | +5.5% |
| 1Y | +39.4% | +103.9% | -64.4% | +19.9% |
| 3Y | +188.5% | +72.6% | +115.9% | +143.2% |
| 5Y | +101.5% | -24.3% | +125.8% | +87.0% |
| 10Y | +308.6% | +3.1% | +305.5% | +159.9% |
| All | +308.6% | +3.3% | +305.4% | +159.9% |
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