+237.0%
CFG vs IT
+96.9%
+140.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.5% | +2.7% |
| 7D | +0.3% | -18.8% | +19.1% | +9.0% |
| 30D | +3.2% | -0.1% | +3.3% | +2.2% |
| 3M | -9.7% | +2.9% | -12.6% | -13.0% |
| 6M | +3.6% | +20.4% | -16.8% | -10.6% |
| YTD | +14.7% | -24.3% | +39.0% | +21.6% |
| 1Y | +29.6% | -17.2% | +46.7% | +30.3% |
| 3Y | +190.6% | -52.4% | +243.0% | +279.9% |
| 5Y | +67.1% | -43.7% | +110.8% | +87.4% |
| 10Y | +237.0% | +90.3% | +146.7% | +47.7% |
| All | +237.0% | +96.9% | +140.1% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling