+208.5%
CFG vs M
-7.1%
+215.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.1% |
| 7D | +3.2% | +7.0% | -3.8% | +0.9% |
| 30D | +5.1% | +8.9% | -3.8% | +2.0% |
| 3M | -11.2% | +4.5% | -15.7% | -13.0% |
| 6M | +9.6% | +36.2% | -26.6% | -2.3% |
| YTD | +15.0% | +15.1% | -0.2% | +7.7% |
| 1Y | +29.9% | +27.4% | +2.4% | +17.3% |
| 3Y | +192.1% | +160.1% | +31.9% | +93.1% |
| 5Y | +62.3% | -1.6% | +63.9% | +38.4% |
| All | +208.5% | -7.1% | +215.6% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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