+362.4%
CFG vs MDY
+217.6%
+144.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | -3.8% | -1.5% | -2.3% | -1.9% |
| 3M | +11.5% | +0.8% | +10.7% | +10.2% |
| 6M | +19.2% | +7.4% | +11.8% | +8.0% |
| YTD | +23.7% | +15.2% | +8.5% | +2.3% |
| 1Y | +38.8% | +16.5% | +22.3% | +13.1% |
| 3Y | +178.9% | +46.8% | +132.1% | +69.6% |
| 5Y | +101.8% | +46.0% | +55.7% | +24.2% |
| 10Y | +317.3% | +172.1% | +145.2% | +24.8% |
| All | +362.4% | +217.6% | +144.8% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling