+362.4%
CFG vs BG
+97.0%
+265.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | +1.5% | +2.8% | -1.3% | +0.2% |
| 30D | -3.8% | +12.0% | -15.9% | -8.9% |
| 3M | +11.5% | -7.7% | +19.2% | +14.4% |
| 6M | +19.2% | +4.5% | +14.7% | +14.5% |
| YTD | +23.7% | +35.7% | -12.0% | +4.7% |
| 1Y | +38.8% | +50.1% | -11.2% | +10.7% |
| 3Y | +178.9% | +12.6% | +166.3% | +149.1% |
| 5Y | +101.8% | +75.4% | +26.4% | +36.7% |
| 10Y | +317.3% | +150.5% | +166.8% | +108.3% |
| All | +362.4% | +97.0% | +265.4% | +133.4% |
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