+320.3%
CFG vs M
-32.4%
+352.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.9% | +2.7% | -1.3% |
| 7D | -2.2% | -2.1% | 0.0% | -1.6% |
| 30D | +0.4% | +7.7% | -7.3% | -2.1% |
| 3M | -12.6% | -4.4% | -8.2% | -11.8% |
| 6M | +0.6% | +27.5% | -26.9% | -8.1% |
| YTD | +12.4% | +12.8% | -0.3% | +6.2% |
| 1Y | +27.7% | +20.7% | +7.0% | +17.7% |
| 3Y | +172.4% | +111.3% | +61.1% | +94.9% |
| 5Y | +64.0% | -6.3% | +70.3% | +42.7% |
| 10Y | +252.8% | +1.5% | +251.4% | +108.2% |
| All | +320.3% | -32.4% | +352.7% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling