+362.4%
CFG vs MOH
+359.9%
+2.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.1% |
| 7D | +1.5% | +0.4% | +1.1% | +1.5% |
| 30D | -3.8% | +2.9% | -6.7% | -4.3% |
| 3M | +11.5% | +4.1% | +7.3% | +10.3% |
| 6M | +19.2% | +33.8% | -14.6% | +12.4% |
| YTD | +23.7% | +15.7% | +8.0% | +18.1% |
| 1Y | +38.8% | +17.5% | +21.3% | +31.2% |
| 3Y | +178.9% | -35.3% | +214.2% | +180.9% |
| 5Y | +101.8% | -26.9% | +128.7% | +94.6% |
| 10Y | +317.3% | +262.9% | +54.4% | +186.1% |
| All | +362.4% | +359.9% | +2.5% | +190.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling