+173.3%
CFG vs BBWI
-28.0%
+201.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.3% | -0.2% |
| 7D | -0.9% | -6.2% | +5.3% | +0.5% |
| 30D | +1.1% | +19.9% | -18.9% | -3.0% |
| 3M | -12.0% | +7.1% | -19.1% | -13.9% |
| 6M | -2.2% | +13.7% | -15.9% | -6.3% |
| YTD | +11.4% | +9.6% | +1.8% | +6.4% |
| 1Y | +27.8% | -1.6% | +29.5% | +24.2% |
| 3Y | +173.3% | -25.9% | +199.2% | +172.7% |
| All | +173.3% | -28.0% | +201.3% | +172.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling