+38.4%
CFG vs BR
-31.2%
+69.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.7% | -6.0% | +4.3% | -1.5% |
| 30D | -4.6% | -0.9% | -3.8% | -4.6% |
| 3M | +7.9% | +16.4% | -8.5% | +6.9% |
| 6M | +19.9% | -8.2% | +28.0% | +19.7% |
| YTD | +21.7% | -23.2% | +44.9% | +29.4% |
| 1Y | +38.4% | -30.9% | +69.4% | +49.2% |
| All | +38.4% | -31.2% | +69.7% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling