+316.4%
CFG vs BEN
+6.2%
+310.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -4.2% |
| 7D | -0.9% | +6.6% | -7.5% | -5.5% |
| 30D | +1.1% | +3.8% | -2.8% | -1.9% |
| 3M | -12.0% | +0.2% | -12.2% | -12.5% |
| 6M | -2.2% | +10.4% | -12.7% | -9.8% |
| YTD | +11.4% | +46.2% | -34.8% | -16.6% |
| 1Y | +27.8% | +52.3% | -24.4% | -7.3% |
| 3Y | +173.3% | +65.9% | +107.4% | +80.4% |
| 5Y | +62.4% | +20.6% | +41.9% | +33.2% |
| 10Y | +249.6% | +64.8% | +184.8% | +105.3% |
| All | +316.4% | +6.2% | +310.2% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling