+219.8%
CFG vs BEN
+60.1%
+159.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | +7.2% | -8.0% | -5.9% |
| 30D | +3.1% | +14.1% | -11.0% | -6.6% |
| 3M | -9.7% | +9.9% | -19.6% | -16.1% |
| 6M | +6.7% | +17.4% | -10.7% | -6.0% |
| YTD | +15.2% | +57.3% | -42.1% | -18.9% |
| 1Y | +28.8% | +66.9% | -38.2% | -13.3% |
| 3Y | +190.1% | +85.7% | +104.4% | +74.0% |
| 5Y | +63.4% | +31.2% | +32.2% | +25.4% |
| 10Y | +219.8% | +61.0% | +158.7% | +79.3% |
| All | +219.8% | +60.1% | +159.7% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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