+62.0%
CFG vs COMP
-17.6%
+79.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.7% |
| 3M | -12.0% | -18.8% | +6.8% | -9.9% |
| 6M | -2.2% | +10.5% | -12.7% | -4.6% |
| YTD | +11.4% | -3.4% | +14.8% | +9.3% |
| 1Y | +27.8% | +19.7% | +8.2% | +21.7% |
| 3Y | +173.3% | +381.6% | -208.3% | +108.2% |
| All | +62.0% | -17.6% | +79.6% | +39.8% |
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