+175.9%
CFG vs COMP
+309.8%
-133.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.2% | +5.0% | -1.8% |
| 7D | -2.2% | -1.8% | -0.4% | -1.9% |
| 30D | +0.4% | -0.8% | +1.1% | +0.3% |
| 3M | -12.6% | -28.1% | +15.6% | -8.4% |
| 6M | +0.6% | +27.0% | -26.4% | -4.9% |
| YTD | +12.4% | -12.8% | +25.2% | +11.9% |
| 1Y | +27.7% | +4.9% | +22.8% | +23.0% |
| All | +175.9% | +309.8% | -133.9% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling