+33.7%
CFG vs CAPR
+47.4%
-13.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.3% | -5.9% | +2.3% |
| 7D | +1.8% | +43.2% | -41.4% | +1.6% |
| 30D | +3.3% | +14.7% | -11.4% | +3.2% |
| 3M | -9.8% | +113.9% | -123.8% | -10.3% |
| 6M | +5.2% | -73.4% | +78.6% | +5.5% |
| YTD | +16.1% | -69.1% | +85.2% | +16.3% |
| 1Y | +33.7% | +47.2% | -13.5% | +32.0% |
| All | +33.7% | +47.4% | -13.8% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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