+306.8%
CFG vs BBWI
-58.2%
+365.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | +0.9% |
| 7D | -0.6% | -4.4% | +3.8% | +0.6% |
| 30D | -4.5% | -7.4% | +2.8% | -2.9% |
| 3M | +6.3% | -2.2% | +8.5% | +5.9% |
| 6M | +20.6% | -16.3% | +36.9% | +23.9% |
| YTD | +21.2% | -9.1% | +30.4% | +20.7% |
| 1Y | +38.2% | -34.5% | +72.7% | +49.0% |
| 3Y | +185.9% | -47.0% | +232.9% | +213.3% |
| 5Y | +97.0% | -68.8% | +165.8% | +141.9% |
| 10Y | +306.8% | -57.4% | +364.2% | +233.4% |
| All | +306.8% | -58.2% | +365.1% | +233.4% |
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