+64.0%
CFG vs CF
+125.5%
-61.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.2% | -9.3% | -3.9% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | +0.4% | +2.2% | -1.8% | 0.0% |
| 3M | -12.6% | +2.1% | -14.7% | -13.1% |
| 6M | +0.6% | -6.5% | +7.2% | +0.9% |
| YTD | +12.4% | +55.6% | -43.1% | +1.0% |
| 1Y | +27.7% | +42.3% | -14.6% | +16.6% |
| 3Y | +172.4% | +55.7% | +116.6% | +138.0% |
| 5Y | +64.0% | +122.4% | -58.5% | +24.0% |
| All | +64.0% | +125.5% | -61.5% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling