+188.5%
CFG vs BR
-4.7%
+193.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -0.3% |
| 7D | +2.7% | -5.9% | +8.6% | +4.8% |
| 30D | -3.7% | +1.9% | -5.6% | -4.6% |
| 3M | +9.5% | +14.7% | -5.2% | +3.4% |
| 6M | +22.2% | -12.8% | +35.0% | +29.9% |
| YTD | +22.3% | -23.0% | +45.4% | +39.6% |
| 1Y | +39.4% | -31.7% | +71.1% | +71.5% |
| 3Y | +188.5% | -4.8% | +193.3% | +158.7% |
| All | +188.5% | -4.7% | +193.2% | +158.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling