+237.6%
CFG vs CAPR
-68.5%
+306.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -1.0% |
| 7D | -0.9% | +41.1% | -42.0% | -1.5% |
| 30D | +1.1% | +11.1% | -10.0% | +0.8% |
| 3M | -12.0% | +115.3% | -127.3% | -13.6% |
| 6M | -2.2% | -73.8% | +71.6% | -1.3% |
| YTD | +11.4% | -68.8% | +80.2% | +12.0% |
| 1Y | +27.8% | +43.3% | -15.5% | +20.2% |
| 3Y | +173.3% | +214.7% | -41.4% | +144.6% |
| 5Y | +62.4% | +141.3% | -78.9% | +44.1% |
| All | +237.6% | -68.5% | +306.1% | +183.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling