+208.5%
CFG vs BR
+277.7%
-69.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | +3.2% | +1.1% | +2.1% | +2.6% |
| 30D | +5.1% | +14.4% | -9.2% | -2.4% |
| 3M | -11.2% | +12.4% | -23.7% | -17.2% |
| 6M | +9.6% | +35.4% | -25.9% | -8.9% |
| YTD | +15.0% | -12.2% | +27.1% | +21.3% |
| 1Y | +29.9% | -12.7% | +42.6% | +37.5% |
| 3Y | +192.1% | +14.3% | +177.8% | +158.0% |
| 5Y | +62.3% | +19.3% | +43.0% | +36.7% |
| All | +208.5% | +277.7% | -69.2% | +42.9% |
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