+77.2%
CFG vs COMP
-52.0%
+129.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.7% | -11.7% | -2.4% |
| 7D | -0.9% | +13.4% | -14.3% | -2.7% |
| 30D | +1.1% | +11.1% | -10.0% | -0.6% |
| 3M | -12.0% | -18.8% | +6.8% | -10.0% |
| 6M | -2.2% | +10.5% | -12.7% | -4.6% |
| YTD | +11.4% | -3.4% | +14.8% | +9.4% |
| 1Y | +27.8% | +19.7% | +8.2% | +21.8% |
| 3Y | +173.3% | +381.6% | -208.3% | +109.5% |
| 5Y | +62.4% | -17.6% | +80.0% | +38.6% |
| All | +77.2% | -52.0% | +129.2% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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