+219.8%
CFG vs BR
+280.7%
-60.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | +1.9% | -2.7% | -1.8% |
| 30D | +3.1% | +15.9% | -12.8% | -4.9% |
| 3M | -9.7% | +13.7% | -23.4% | -16.3% |
| 6M | +6.7% | +31.0% | -24.3% | -9.5% |
| YTD | +15.2% | -12.0% | +27.2% | +21.4% |
| 1Y | +28.8% | -11.5% | +40.3% | +35.2% |
| 3Y | +190.1% | +14.9% | +175.1% | +155.3% |
| 5Y | +63.4% | +20.1% | +43.3% | +37.1% |
| 10Y | +219.8% | +278.9% | -59.2% | +49.1% |
| All | +219.8% | +280.7% | -60.9% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling