+327.1%
CFG vs BR
+468.1%
-141.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | +1.6% | -1.3% | +2.9% | +2.3% |
| 30D | +3.3% | +13.7% | -10.4% | -3.8% |
| 3M | -11.5% | +13.8% | -25.4% | -18.0% |
| 6M | +6.2% | +29.7% | -23.5% | -9.4% |
| YTD | +14.3% | -12.6% | +26.9% | +20.6% |
| 1Y | +26.7% | -12.4% | +39.2% | +33.5% |
| 3Y | +187.8% | +14.1% | +173.6% | +154.8% |
| 5Y | +61.3% | +18.7% | +42.6% | +36.6% |
| 10Y | +217.2% | +276.2% | -59.0% | +32.1% |
| All | +327.1% | +468.1% | -141.0% | +37.2% |
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 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