+362.4%
CFG vs BB
-27.6%
+390.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | -5.6% | +7.2% | +2.4% |
| 30D | -3.8% | -11.8% | +8.0% | -2.1% |
| 3M | +11.5% | -25.5% | +37.0% | +15.2% |
| 6M | +19.2% | +121.3% | -102.1% | +2.0% |
| YTD | +23.7% | +103.2% | -79.5% | +7.3% |
| 1Y | +38.8% | +102.6% | -63.8% | +19.7% |
| 3Y | +178.9% | +37.5% | +141.4% | +144.2% |
| 5Y | +101.8% | -30.4% | +132.2% | +89.9% |
| 10Y | +317.3% | 0.0% | +317.3% | +176.3% |
| All | +362.4% | -27.6% | +390.0% | +207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling