+97.0%
CFG vs BR
+7.6%
+89.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -0.6% | -5.0% | +4.4% | +1.5% |
| 30D | -4.5% | -2.5% | -2.1% | -3.8% |
| 3M | +6.3% | +13.5% | -7.2% | 0.0% |
| 6M | +20.6% | -9.4% | +30.0% | +25.1% |
| YTD | +21.2% | -23.3% | +44.5% | +36.1% |
| 1Y | +38.2% | -31.6% | +69.8% | +64.9% |
| 3Y | +185.9% | -5.1% | +191.0% | +184.1% |
| 5Y | +97.0% | +8.2% | +88.8% | +71.0% |
| All | +97.0% | +7.6% | +89.4% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling