+362.4%
CFG vs BR
+412.9%
-50.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +1.7% |
| 7D | +1.5% | -5.3% | +6.8% | +4.5% |
| 30D | -3.8% | +6.4% | -10.3% | -7.4% |
| 3M | +11.5% | +13.6% | -2.2% | +2.9% |
| 6M | +19.2% | -6.7% | +25.9% | +21.7% |
| YTD | +23.7% | -21.1% | +44.8% | +38.3% |
| 1Y | +38.8% | -29.6% | +68.4% | +66.1% |
| 3Y | +178.9% | -2.4% | +181.3% | +171.0% |
| 5Y | +101.8% | +11.2% | +90.5% | +76.1% |
| 10Y | +317.3% | +191.8% | +125.5% | +100.2% |
| All | +362.4% | +412.9% | -50.5% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling