+362.4%
CFG vs CAPR
-77.9%
+440.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | +1.5% | -2.0% | +3.5% | +1.6% |
| 30D | -3.8% | +139.2% | -143.0% | -5.6% |
| 3M | +11.5% | -66.4% | +77.9% | +12.2% |
| 6M | +19.2% | -63.1% | +82.3% | +19.7% |
| YTD | +23.7% | -67.4% | +91.1% | +24.4% |
| 1Y | +38.8% | +58.2% | -19.4% | +30.3% |
| 3Y | +178.9% | +42.2% | +136.7% | +154.4% |
| 5Y | +101.8% | +87.3% | +14.5% | +80.6% |
| 10Y | +317.3% | -75.3% | +392.5% | +250.1% |
| All | +362.4% | -77.9% | +440.3% | +281.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling