+208.5%
CFG vs CP
+257.3%
-48.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.0% |
| 7D | +3.2% | +2.1% | +1.0% | +1.6% |
| 30D | +5.1% | +9.3% | -4.2% | -1.8% |
| 3M | -11.2% | +0.5% | -11.7% | -11.9% |
| 6M | +9.6% | +10.4% | -0.9% | +0.7% |
| YTD | +15.0% | +28.7% | -13.7% | -6.9% |
| 1Y | +29.9% | +33.2% | -3.3% | +2.4% |
| 3Y | +192.1% | +38.4% | +153.7% | +115.7% |
| 5Y | +62.3% | +26.2% | +36.1% | +26.0% |
| All | +208.5% | +257.3% | -48.8% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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