+237.0%
CFG vs CAPR
-64.9%
+302.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | +2.8% |
| 7D | +0.3% | +36.0% | -35.8% | -0.3% |
| 30D | +3.2% | +25.8% | -22.6% | +2.7% |
| 3M | -9.7% | +140.8% | -150.5% | -11.5% |
| 6M | +3.6% | -67.6% | +71.2% | +4.2% |
| YTD | +14.7% | -65.9% | +80.6% | +15.1% |
| 1Y | +29.6% | +66.1% | -36.5% | +21.4% |
| 3Y | +190.6% | +256.9% | -66.3% | +159.2% |
| 5Y | +67.1% | +172.1% | -105.0% | +47.8% |
| 10Y | +237.0% | -64.7% | +301.7% | +183.6% |
| All | +237.0% | -64.9% | +302.0% | +183.6% |
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