+188.5%
CFG vs BG
+20.0%
+168.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.8% |
| 7D | +2.7% | +2.4% | +0.3% | +2.3% |
| 30D | -3.7% | +15.0% | -18.7% | -5.9% |
| 3M | +9.5% | -0.7% | +10.1% | +9.6% |
| 6M | +22.2% | +7.5% | +14.7% | +19.9% |
| YTD | +22.3% | +41.6% | -19.3% | +12.2% |
| 1Y | +39.4% | +50.7% | -11.2% | +25.5% |
| 3Y | +188.5% | +20.3% | +168.2% | +183.8% |
| All | +188.5% | +20.0% | +168.5% | +183.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling