+62.0%
CFG vs M
-11.5%
+73.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | +0.4% |
| 7D | -0.9% | -4.3% | +3.4% | +0.3% |
| 30D | +1.1% | +1.3% | -0.2% | +0.5% |
| 3M | -12.0% | -7.4% | -4.6% | -10.5% |
| 6M | -2.2% | +18.3% | -20.6% | -8.1% |
| YTD | +11.4% | +7.6% | +3.8% | +7.2% |
| 1Y | +27.8% | +17.4% | +10.5% | +19.6% |
| 3Y | +173.3% | +108.4% | +64.9% | +98.5% |
| All | +62.0% | -11.5% | +73.5% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling