+219.8%
CFG vs M
-5.1%
+224.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -0.8% | -3.3% | +2.5% | +0.2% |
| 30D | +3.1% | +8.1% | -5.0% | +0.3% |
| 3M | -9.7% | +2.2% | -11.9% | -10.9% |
| 6M | +6.7% | +35.1% | -28.4% | -4.6% |
| YTD | +15.2% | +15.8% | -0.6% | +7.6% |
| 1Y | +28.8% | +25.8% | +2.9% | +16.9% |
| 3Y | +190.1% | +156.2% | +33.8% | +92.8% |
| 5Y | +63.4% | -2.4% | +65.7% | +39.7% |
| 10Y | +219.8% | -7.1% | +226.9% | +82.4% |
| All | +219.8% | -5.1% | +224.9% | +82.4% |
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