+67.1%
CFG vs M
-2.8%
+69.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.2% | +0.6% |
| 7D | +0.3% | +2.5% | -2.3% | -0.6% |
| 30D | +3.2% | +10.1% | -6.8% | +0.1% |
| 3M | -9.7% | -0.9% | -8.8% | -9.9% |
| 6M | +3.6% | +30.2% | -26.5% | -5.3% |
| YTD | +14.7% | +16.3% | -1.6% | +7.8% |
| 1Y | +29.6% | +27.0% | +2.6% | +18.4% |
| 3Y | +190.6% | +154.5% | +36.1% | +98.2% |
| 5Y | +67.1% | -1.1% | +68.1% | +41.5% |
| All | +67.1% | -2.8% | +69.9% | +41.5% |
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