+320.3%
CFG vs CAPR
-79.8%
+400.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.4% | -3.1% |
| 7D | -2.2% | +29.7% | -31.9% | -2.6% |
| 30D | +0.4% | +11.0% | -10.6% | +0.1% |
| 3M | -12.6% | +118.8% | -131.4% | -14.2% |
| 6M | +0.6% | -73.9% | +74.5% | +1.6% |
| YTD | +12.4% | -70.2% | +82.6% | +13.1% |
| 1Y | +27.7% | +38.3% | -10.6% | +20.1% |
| 3Y | +172.4% | +199.7% | -27.3% | +144.5% |
| 5Y | +64.0% | +130.6% | -66.6% | +45.9% |
| 10Y | +252.8% | -68.5% | +321.3% | +194.8% |
| All | +320.3% | -79.8% | +400.1% | +246.9% |
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 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