+29.9%
CFG vs BG
+8.3%
+21.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | +3.2% | +2.6% | +0.6% | +3.2% |
| 30D | +5.1% | -6.7% | +11.8% | +5.2% |
| 3M | -11.2% | -9.3% | -2.0% | -11.1% |
| 6M | +9.6% | -18.3% | +27.9% | +10.2% |
| YTD | +15.0% | +16.2% | -1.2% | +6.1% |
| 1Y | +29.9% | +7.6% | +22.3% | +23.6% |
| All | +29.9% | +8.3% | +21.5% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling