+208.5%
CFG vs CF
+479.1%
-270.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +3.2% | +4.8% | -1.6% | +1.4% |
| 30D | +5.1% | +4.7% | +0.4% | +2.9% |
| 3M | -11.2% | +7.4% | -18.7% | -14.4% |
| 6M | +9.6% | +0.6% | +9.0% | +7.2% |
| YTD | +15.0% | +64.1% | -49.1% | -12.0% |
| 1Y | +29.9% | +51.4% | -21.5% | +2.8% |
| 3Y | +192.1% | +67.8% | +124.3% | +109.6% |
| 5Y | +62.3% | +114.1% | -51.8% | -9.1% |
| All | +208.5% | +479.1% | -270.5% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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