+362.4%
CFG vs MKTX
+208.8%
+153.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | +0.4% | +1.1% | +1.5% |
| 30D | -3.8% | +1.1% | -4.9% | -4.0% |
| 3M | +11.5% | +36.1% | -24.6% | +3.6% |
| 6M | +19.2% | -12.9% | +32.1% | +21.8% |
| YTD | +23.7% | -8.5% | +32.2% | +24.7% |
| 1Y | +38.8% | -7.5% | +46.4% | +39.2% |
| 3Y | +178.9% | -28.3% | +207.2% | +189.1% |
| 5Y | +101.8% | -63.3% | +165.1% | +140.3% |
| 10Y | +317.3% | +4.5% | +312.8% | +213.0% |
| All | +362.4% | +208.8% | +153.6% | +151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling