+330.5%
CFG vs BG
+66.4%
+264.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | -0.8% | +3.4% | -4.2% | -2.2% |
| 30D | +3.1% | -3.8% | +6.9% | +4.6% |
| 3M | -9.7% | -9.6% | -0.1% | -6.3% |
| 6M | +6.7% | -19.5% | +26.2% | +15.4% |
| YTD | +15.2% | +14.6% | +0.6% | +4.5% |
| 1Y | +28.8% | +6.6% | +22.1% | +20.7% |
| 3Y | +190.1% | +4.7% | +185.4% | +164.7% |
| 5Y | +63.4% | +22.1% | +41.3% | +32.2% |
| 10Y | +219.8% | +109.2% | +110.6% | +72.6% |
| All | +330.5% | +66.4% | +264.1% | +133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling