+173.3%
CFG vs CPB
-36.0%
+209.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -0.9% | +8.0% | -8.9% | -1.6% |
| 30D | +1.1% | +22.4% | -21.3% | -0.7% |
| 3M | -12.0% | +2.5% | -14.5% | -12.4% |
| 6M | -2.2% | +12.2% | -14.4% | -3.5% |
| YTD | +11.4% | -12.8% | +24.2% | +12.3% |
| 1Y | +27.8% | -19.2% | +47.0% | +30.0% |
| 3Y | +173.3% | -35.6% | +208.9% | +190.9% |
| All | +173.3% | -36.0% | +209.3% | +190.9% |
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