+96.7%
CFG vs MOH
-19.7%
+116.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.1% |
| 7D | -0.4% | +1.7% | -2.1% | -0.5% |
| 30D | -4.6% | -0.9% | -3.8% | -4.6% |
| 3M | +6.7% | +5.7% | +0.9% | +6.2% |
| 6M | +22.1% | +39.1% | -17.0% | +19.5% |
| YTD | +23.2% | +17.7% | +5.5% | +21.2% |
| 1Y | +40.3% | +8.4% | +31.9% | +38.4% |
| 3Y | +187.9% | -36.6% | +224.4% | +186.0% |
| All | +96.7% | -19.7% | +116.4% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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