+102.5%
CFG vs CP
+32.0%
+70.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +1.5% | -2.7% | +4.2% | +3.1% |
| 30D | -3.8% | +0.2% | -4.0% | -4.1% |
| 3M | +11.5% | +2.6% | +8.9% | +9.3% |
| 6M | +19.2% | +6.0% | +13.2% | +14.3% |
| YTD | +23.7% | +24.9% | -1.2% | +6.6% |
| 1Y | +38.8% | +20.1% | +18.7% | +22.5% |
| 3Y | +178.9% | +16.4% | +162.5% | +145.3% |
| All | +102.5% | +32.0% | +70.5% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling