+65.7%
CFG vs BG
+22.7%
+42.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | +0.7% | +5.0% | -4.3% | -0.6% |
| 30D | +2.8% | -3.2% | +6.0% | +3.5% |
| 3M | -10.1% | -11.2% | +1.1% | -7.6% |
| 6M | +3.2% | -19.4% | +22.6% | +8.4% |
| YTD | +14.2% | +13.6% | +0.6% | +6.7% |
| 1Y | +27.4% | +7.3% | +20.2% | +21.2% |
| 3Y | +187.6% | +3.8% | +183.8% | +172.4% |
| 5Y | +65.7% | +23.2% | +42.5% | +32.2% |
| All | +65.7% | +22.7% | +42.9% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling