+181.4%
CFG vs CPB
-40.0%
+221.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.3% |
| 7D | +1.5% | -8.6% | +10.1% | +2.4% |
| 30D | -3.8% | -7.2% | +3.4% | -3.2% |
| 3M | +11.5% | +0.9% | +10.6% | +11.1% |
| 6M | +19.2% | -11.8% | +31.0% | +20.2% |
| YTD | +23.7% | -19.4% | +43.1% | +25.8% |
| 1Y | +38.8% | -30.4% | +69.2% | +43.7% |
| All | +181.4% | -40.0% | +221.4% | +200.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling