+102.5%
CFG vs CG
+10.1%
+92.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.8% |
| 7D | +1.5% | -4.3% | +5.9% | +3.8% |
| 30D | -3.8% | -5.1% | +1.3% | -1.6% |
| 3M | +11.5% | +8.7% | +2.8% | +5.8% |
| 6M | +19.2% | -9.2% | +28.4% | +23.4% |
| YTD | +23.7% | -18.9% | +42.6% | +34.8% |
| 1Y | +38.8% | -25.6% | +64.5% | +57.7% |
| 3Y | +178.9% | +57.3% | +121.6% | +106.9% |
| All | +102.5% | +10.1% | +92.4% | +65.6% |
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