+60.4%
CFG vs BBWI
-67.6%
+128.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +5.1% | +12.9% | -7.7% | +1.8% |
| 3M | -11.2% | +16.0% | -27.2% | -15.3% |
| 6M | +9.6% | +16.6% | -7.1% | +3.3% |
| YTD | +15.0% | +9.7% | +5.2% | +8.6% |
| 1Y | +29.9% | +1.5% | +28.4% | +23.6% |
| 3Y | +192.1% | -21.4% | +213.4% | +183.7% |
| All | +60.4% | -67.6% | +128.0% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling