+208.5%
CFG vs MKTX
+12.8%
+195.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.2% | +0.2% | +2.9% | +3.1% |
| 30D | +5.1% | +0.9% | +4.2% | +5.0% |
| 3M | -11.2% | +2.6% | -13.8% | -11.6% |
| 6M | +9.6% | +20.4% | -10.9% | +5.1% |
| YTD | +15.0% | -7.1% | +22.0% | +15.6% |
| 1Y | +29.9% | -2.8% | +32.6% | +29.2% |
| 3Y | +192.1% | -21.7% | +213.8% | +197.1% |
| 5Y | +62.3% | -54.5% | +116.8% | +81.2% |
| All | +208.5% | +12.8% | +195.7% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling