+237.0%
CFG vs BBWI
-41.3%
+278.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.1% | +2.4% |
| 7D | +0.3% | -6.2% | +6.4% | +2.1% |
| 30D | +3.2% | +25.5% | -22.3% | -3.6% |
| 3M | -9.7% | +8.0% | -17.7% | -12.8% |
| 6M | +3.6% | +12.7% | -9.0% | -2.1% |
| YTD | +14.7% | +11.6% | +3.0% | +6.8% |
| 1Y | +29.6% | -0.9% | +30.5% | +22.9% |
| 3Y | +190.6% | -22.7% | +213.3% | +182.4% |
| 5Y | +67.1% | -67.2% | +134.2% | +101.7% |
| 10Y | +237.0% | -43.7% | +280.7% | +160.3% |
| All | +237.0% | -41.3% | +278.3% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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