+326.8%
CFG vs CPB
-19.7%
+346.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +0.7% | +2.9% | -2.2% | +0.3% |
| 30D | +2.8% | +17.6% | -14.8% | +0.4% |
| 3M | -10.1% | +2.0% | -12.1% | -10.6% |
| 6M | +3.2% | +11.6% | -8.4% | +1.1% |
| YTD | +14.2% | -13.8% | +28.0% | +15.8% |
| 1Y | +27.4% | -21.6% | +49.0% | +31.0% |
| 3Y | +187.6% | -35.8% | +223.4% | +202.0% |
| 5Y | +65.7% | -33.3% | +99.0% | +72.6% |
| 10Y | +219.7% | -39.4% | +259.1% | +233.4% |
| All | +326.8% | -19.7% | +346.5% | +279.6% |
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 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