+62.0%
CFG vs CG
-22.2%
+84.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.6% |
| 7D | -0.9% | -1.2% | +0.3% | -0.4% |
| 30D | +1.1% | +5.0% | -4.0% | -1.7% |
| 3M | -12.0% | -18.2% | +6.2% | -3.3% |
| 6M | -2.2% | -20.7% | +18.5% | +8.4% |
| YTD | +11.4% | -31.4% | +42.8% | +31.7% |
| 1Y | +27.8% | -22.3% | +50.1% | +41.1% |
| 3Y | +173.3% | +50.2% | +123.1% | +106.1% |
| All | +62.0% | -22.2% | +84.2% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling