+62.0%
CFG vs CAPR
+152.7%
-90.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.9% | +9.5% | -0.3% |
| 7D | +0.7% | +7.6% | -6.9% | +0.6% |
| 30D | +2.8% | +13.3% | -10.5% | +2.5% |
| 3M | -10.1% | +130.4% | -140.5% | -11.4% |
| 6M | +3.2% | -70.8% | +74.0% | +3.8% |
| YTD | +14.2% | -69.3% | +83.5% | +14.6% |
| 1Y | +27.4% | +59.5% | -32.1% | +21.0% |
| 3Y | +187.6% | +216.8% | -29.2% | +147.0% |
| All | +62.0% | +152.7% | -90.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling