+308.6%
CFG vs IT
+89.8%
+218.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.4% | +6.3% | +2.1% |
| 7D | +2.7% | -9.1% | +11.8% | +6.8% |
| 30D | -3.7% | -7.0% | +3.3% | -1.4% |
| 3M | +9.5% | +7.6% | +1.8% | +2.0% |
| 6M | +22.2% | +2.1% | +20.1% | +14.2% |
| YTD | +22.3% | -31.6% | +53.9% | +37.6% |
| 1Y | +39.4% | -29.9% | +69.4% | +52.9% |
| 3Y | +188.5% | -51.3% | +239.8% | +266.4% |
| 5Y | +101.5% | -44.8% | +146.3% | +124.4% |
| 10Y | +308.6% | +91.4% | +217.3% | +92.6% |
| All | +308.6% | +89.8% | +218.8% | +92.6% |
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