+208.5%
CFG vs CAPR
-65.7%
+274.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.6% | +0.7% |
| 7D | +3.2% | +5.9% | -2.7% | +3.0% |
| 30D | +5.1% | +44.6% | -39.5% | +4.3% |
| 3M | -11.2% | +126.4% | -137.6% | -12.9% |
| 6M | +9.6% | -68.6% | +78.1% | +10.2% |
| YTD | +15.0% | -67.0% | +81.9% | +15.3% |
| 1Y | +29.9% | +65.2% | -35.3% | +21.6% |
| 3Y | +192.1% | +235.6% | -43.5% | +161.0% |
| 5Y | +62.3% | +175.4% | -113.1% | +43.5% |
| All | +208.5% | -65.7% | +274.2% | +159.6% |
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