+237.0%
CFG vs BEN
+70.4%
+166.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.4% | -1.6% |
| 7D | +0.3% | +12.2% | -11.9% | -8.0% |
| 30D | +3.2% | +12.1% | -8.9% | -5.3% |
| 3M | -9.7% | +7.3% | -17.0% | -14.6% |
| 6M | +3.6% | +17.9% | -14.2% | -9.0% |
| YTD | +14.7% | +55.4% | -40.8% | -18.5% |
| 1Y | +29.6% | +69.3% | -39.8% | -13.6% |
| 3Y | +190.6% | +82.8% | +107.7% | +76.5% |
| 5Y | +67.1% | +28.8% | +38.3% | +30.0% |
| 10Y | +237.0% | +53.9% | +183.1% | +99.4% |
| All | +237.0% | +70.4% | +166.6% | +99.4% |
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