+190.3%
CFG vs BB
+154.0%
+36.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.4% |
| 7D | +1.6% | +9.0% | -7.3% | +0.6% |
| 30D | +3.3% | +7.7% | -4.4% | +2.1% |
| 3M | -11.5% | +4.0% | -15.5% | -12.5% |
| 6M | +6.2% | +46.6% | -40.4% | -1.7% |
| YTD | +14.3% | +140.6% | -126.4% | -2.7% |
| 1Y | +26.7% | +103.1% | -76.4% | +10.4% |
| All | +190.3% | +154.0% | +36.3% | +126.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling