+219.7%
CFG vs M
-3.0%
+222.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.6% |
| 7D | +0.7% | +5.0% | -4.3% | -1.0% |
| 30D | +2.8% | +10.6% | -7.9% | -0.8% |
| 3M | -10.1% | +1.6% | -11.7% | -11.1% |
| 6M | +3.2% | +30.8% | -27.7% | -6.7% |
| YTD | +14.2% | +16.9% | -2.7% | +6.4% |
| 1Y | +27.4% | +26.3% | +1.1% | +15.5% |
| 3Y | +187.6% | +158.6% | +29.0% | +90.6% |
| 5Y | +65.7% | +2.1% | +63.6% | +39.6% |
| 10Y | +219.7% | -4.3% | +224.0% | +80.8% |
| All | +219.7% | -3.0% | +222.7% | +80.8% |
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