+19.2%
CFG vs CG
-8.4%
+27.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.4% |
| 7D | +1.5% | -4.3% | +5.9% | +2.8% |
| 30D | -3.8% | -5.1% | +1.3% | -2.5% |
| 3M | +11.5% | +8.7% | +2.8% | +8.0% |
| 6M | +19.2% | -9.2% | +28.4% | +23.5% |
| All | +19.2% | -8.4% | +27.6% | +23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling