+173.3%
CFG vs MTB
+95.2%
+78.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | 0.0% |
| 7D | -0.9% | -1.3% | +0.5% | +0.5% |
| 30D | +1.1% | +0.5% | +0.6% | +0.5% |
| 3M | -12.0% | -12.4% | +0.4% | +0.9% |
| 6M | -2.2% | +1.5% | -3.7% | -3.7% |
| YTD | +11.4% | +10.3% | +1.1% | +0.8% |
| 1Y | +27.8% | +22.2% | +5.6% | +4.2% |
| 3Y | +173.3% | +96.9% | +76.4% | +38.0% |
| All | +173.3% | +95.2% | +78.1% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling