+102.5%
CFG vs IT
-40.5%
+143.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.6% | +1.0% |
| 7D | +1.5% | -6.0% | +7.6% | +3.0% |
| 30D | -3.8% | 0.0% | -3.8% | -4.1% |
| 3M | +11.5% | +13.1% | -1.6% | +6.6% |
| 6M | +19.2% | +11.7% | +7.5% | +13.1% |
| YTD | +23.7% | -26.1% | +49.8% | +33.1% |
| 1Y | +38.8% | -21.3% | +60.1% | +44.7% |
| 3Y | +178.9% | -46.7% | +225.6% | +231.5% |
| All | +102.5% | -40.5% | +143.1% | +117.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling