+62.0%
CFG vs BB
-20.8%
+82.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.6% |
| 7D | -0.9% | +3.8% | -4.7% | -1.5% |
| 30D | +1.1% | -0.3% | +1.4% | +0.7% |
| 3M | -12.0% | -0.5% | -11.5% | -12.7% |
| 6M | -2.2% | +45.9% | -48.1% | -11.2% |
| YTD | +11.4% | +130.6% | -119.2% | -7.6% |
| 1Y | +27.8% | +89.2% | -61.3% | +9.6% |
| 3Y | +173.3% | +137.5% | +35.8% | +113.0% |
| All | +62.0% | -20.8% | +82.9% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling