+362.4%
CFG vs CF
+245.0%
+117.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.2% | +1.0% |
| 7D | +1.5% | +6.0% | -4.5% | -0.6% |
| 30D | -3.8% | +14.8% | -18.7% | -8.7% |
| 3M | +11.5% | +14.1% | -2.6% | +5.5% |
| 6M | +19.2% | +28.5% | -9.3% | +4.6% |
| YTD | +23.7% | +74.9% | -51.2% | -4.0% |
| 1Y | +38.8% | +61.7% | -22.8% | +10.7% |
| 3Y | +178.9% | +80.3% | +98.6% | +104.2% |
| 5Y | +101.8% | +226.0% | -124.2% | +3.4% |
| 10Y | +317.3% | +569.9% | -252.6% | +63.5% |
| All | +362.4% | +245.0% | +117.4% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling