+328.7%
CFG vs MDY
+212.4%
+116.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.2% | -1.3% |
| 7D | +0.3% | +0.7% | -0.4% | -0.7% |
| 30D | +3.2% | +1.3% | +1.9% | +1.3% |
| 3M | -9.7% | -4.1% | -5.6% | -4.7% |
| 6M | +3.6% | +1.0% | +2.6% | +1.9% |
| YTD | +14.7% | +13.3% | +1.4% | -3.2% |
| 1Y | +29.6% | +15.7% | +13.8% | +6.3% |
| 3Y | +190.6% | +59.6% | +131.0% | +57.0% |
| 5Y | +67.1% | +36.3% | +30.8% | +12.8% |
| 10Y | +237.0% | +173.6% | +63.4% | +0.5% |
| All | +328.7% | +212.4% | +116.3% | +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