+237.0%
CFG vs CG
+320.1%
-83.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.6% | -3.6% | -0.8% |
| 7D | +0.3% | +3.0% | -2.8% | -1.6% |
| 30D | +3.2% | +10.1% | -6.9% | -2.7% |
| 3M | -9.7% | -10.8% | +1.1% | -4.5% |
| 6M | +3.6% | -15.2% | +18.8% | +11.9% |
| YTD | +14.7% | -26.9% | +41.6% | +33.1% |
| 1Y | +29.6% | -17.0% | +46.6% | +39.1% |
| 3Y | +190.6% | +54.6% | +135.9% | +104.3% |
| 5Y | +67.1% | -16.7% | +83.8% | +63.0% |
| 10Y | +237.0% | +320.1% | -83.1% | +32.1% |
| All | +237.0% | +320.1% | -83.1% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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