+209.1%
CFG vs MTB
+114.2%
+94.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.8% | -2.0% | +1.2% | +1.2% |
| 30D | +3.1% | +0.1% | +3.0% | +3.0% |
| 3M | -9.7% | -12.1% | +2.4% | +2.3% |
| 6M | +6.7% | +7.3% | -0.6% | -0.2% |
| YTD | +15.2% | +11.5% | +3.6% | +4.0% |
| 1Y | +28.8% | +21.3% | +7.5% | +7.3% |
| 3Y | +190.1% | +104.1% | +85.9% | +48.5% |
| 5Y | +63.4% | +61.8% | +1.6% | +0.4% |
| All | +209.1% | +114.2% | +94.9% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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