+84.7%
CFG vs COMP
-52.8%
+137.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.3% | +1.3% |
| 7D | +1.8% | +9.5% | -7.7% | +0.5% |
| 30D | +3.3% | +8.1% | -4.8% | +2.0% |
| 3M | -9.8% | -16.3% | +6.5% | -8.1% |
| 6M | +5.2% | +42.2% | -37.0% | -1.0% |
| YTD | +16.1% | -5.0% | +21.1% | +14.4% |
| 1Y | +33.7% | +20.1% | +13.6% | +27.4% |
| 3Y | +181.2% | +358.4% | -177.2% | +117.0% |
| 5Y | +69.1% | -21.9% | +91.1% | +45.3% |
| All | +84.7% | -52.8% | +137.5% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling