+102.5%
CFG vs BEN
+39.3%
+63.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -2.3% |
| 7D | +1.5% | +0.2% | +1.3% | +1.3% |
| 30D | -3.8% | -0.5% | -3.3% | -3.6% |
| 3M | +11.5% | +9.7% | +1.8% | +4.6% |
| 6M | +19.2% | +33.9% | -14.7% | -2.4% |
| YTD | +23.7% | +49.0% | -25.3% | -5.6% |
| 1Y | +38.8% | +42.1% | -3.3% | +8.8% |
| 3Y | +178.9% | +51.9% | +127.0% | +104.6% |
| All | +102.5% | +39.3% | +63.2% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling