+97.0%
CFG vs MKTX
-61.3%
+158.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -0.6% | +0.3% | -0.9% | -0.6% |
| 30D | -4.5% | +1.0% | -5.5% | -4.7% |
| 3M | +6.3% | +40.8% | -34.5% | 0.0% |
| 6M | +20.6% | -10.9% | +31.5% | +23.0% |
| YTD | +21.2% | -8.6% | +29.8% | +22.8% |
| 1Y | +38.2% | -11.6% | +49.8% | +40.7% |
| 3Y | +185.9% | -24.5% | +210.5% | +192.4% |
| 5Y | +97.0% | -60.7% | +157.7% | +116.3% |
| All | +97.0% | -61.3% | +158.3% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling