+326.8%
CFG vs MDY
+211.3%
+115.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | 0.0% |
| 7D | +0.7% | 0.0% | +0.7% | +0.6% |
| 30D | +2.8% | +1.0% | +1.8% | +1.3% |
| 3M | -10.1% | -4.1% | -6.0% | -5.1% |
| 6M | +3.2% | +0.6% | +2.5% | +2.0% |
| YTD | +14.2% | +12.9% | +1.3% | -3.2% |
| 1Y | +27.4% | +14.6% | +12.8% | +5.9% |
| 3Y | +187.6% | +57.1% | +130.5% | +58.7% |
| 5Y | +65.7% | +37.1% | +28.6% | +11.0% |
| 10Y | +219.7% | +171.5% | +48.2% | -3.8% |
| All | +326.8% | +211.3% | +115.5% | +14.2% |
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