+362.4%
CFG vs IT
+154.2%
+208.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.6% | +2.0% |
| 7D | +1.5% | -6.0% | +7.6% | +4.2% |
| 30D | -3.8% | 0.0% | -3.8% | -4.5% |
| 3M | +11.5% | +13.1% | -1.6% | +1.7% |
| 6M | +19.2% | +11.7% | +7.5% | +6.8% |
| YTD | +23.7% | -26.1% | +49.8% | +34.5% |
| 1Y | +38.8% | -21.3% | +60.1% | +43.7% |
| 3Y | +178.9% | -46.7% | +225.6% | +239.9% |
| 5Y | +101.8% | -40.5% | +142.3% | +118.2% |
| 10Y | +317.3% | +103.9% | +213.4% | +80.1% |
| All | +362.4% | +154.2% | +208.2% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling