+208.5%
CFG vs IT
+90.0%
+118.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | +3.2% | +1.1% | +2.1% | +2.7% |
| 30D | +5.1% | -1.8% | +7.0% | +4.9% |
| 3M | -11.2% | +4.8% | -16.1% | -15.0% |
| 6M | +9.6% | +33.0% | -23.5% | -10.0% |
| YTD | +15.0% | -23.8% | +38.8% | +21.6% |
| 1Y | +29.9% | -16.5% | +46.4% | +30.2% |
| 3Y | +192.1% | -53.6% | +245.7% | +289.1% |
| 5Y | +62.3% | -42.1% | +104.4% | +78.8% |
| All | +208.5% | +90.0% | +118.6% | +34.0% |
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