+102.5%
CFG vs COMP
-31.2%
+133.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +1.5% | +1.4% | +0.2% | +1.3% |
| 30D | -3.8% | -13.3% | +9.5% | -2.1% |
| 3M | +11.5% | +41.1% | -29.6% | +5.8% |
| 6M | +19.2% | +17.2% | +2.0% | +14.8% |
| YTD | +23.7% | +5.2% | +18.5% | +20.5% |
| 1Y | +38.8% | +18.9% | +19.9% | +32.3% |
| 3Y | +178.9% | +215.9% | -37.0% | +122.7% |
| All | +102.5% | -31.2% | +133.7% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling