+362.4%
CFG vs CPB
-24.9%
+387.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.4% |
| 7D | +1.5% | -8.6% | +10.1% | +2.7% |
| 30D | -3.8% | -7.2% | +3.4% | -2.9% |
| 3M | +11.5% | +0.9% | +10.6% | +11.0% |
| 6M | +19.2% | -11.8% | +31.0% | +20.8% |
| YTD | +23.7% | -19.4% | +43.1% | +26.8% |
| 1Y | +38.8% | -30.4% | +69.2% | +45.3% |
| 3Y | +178.9% | -40.2% | +219.1% | +196.1% |
| 5Y | +101.8% | -39.5% | +141.3% | +113.4% |
| 10Y | +317.3% | -47.4% | +364.6% | +345.7% |
| All | +362.4% | -24.9% | +387.3% | +315.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling