+316.4%
CFG vs CG
+153.3%
+163.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.6% |
| 7D | -0.9% | -1.2% | +0.3% | -0.3% |
| 30D | +1.1% | +5.0% | -4.0% | -1.9% |
| 3M | -12.0% | -18.2% | +6.2% | -2.8% |
| 6M | -2.2% | -20.7% | +18.5% | +9.0% |
| YTD | +11.4% | -31.4% | +42.8% | +32.7% |
| 1Y | +27.8% | -22.3% | +50.1% | +41.8% |
| 3Y | +173.3% | +50.2% | +123.1% | +102.5% |
| 5Y | +62.4% | -22.1% | +84.5% | +64.6% |
| 10Y | +249.6% | +295.5% | -46.0% | +62.1% |
| All | +316.4% | +153.3% | +163.1% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling