+101.5%
CFG vs MDY
+47.1%
+54.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.3% |
| 7D | +2.7% | +1.0% | +1.7% | +1.4% |
| 30D | -3.7% | -3.1% | -0.6% | +0.2% |
| 3M | +9.5% | +1.8% | +7.6% | +7.0% |
| 6M | +22.2% | +10.8% | +11.4% | +7.3% |
| YTD | +22.3% | +14.4% | +7.9% | +3.4% |
| 1Y | +39.4% | +15.2% | +24.2% | +17.0% |
| 3Y | +188.5% | +51.2% | +137.3% | +76.8% |
| 5Y | +101.5% | +47.2% | +54.3% | +30.8% |
| All | +101.5% | +47.1% | +54.4% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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