+102.5%
CFG vs MTB
+101.8%
+0.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.5% | +1.7% | -0.2% | 0.0% |
| 30D | -3.8% | -4.2% | +0.4% | 0.0% |
| 3M | +11.5% | +8.9% | +2.6% | +3.2% |
| 6M | +19.2% | +10.9% | +8.3% | +8.5% |
| YTD | +23.7% | +21.5% | +2.2% | +3.8% |
| 1Y | +38.8% | +21.9% | +16.9% | +16.3% |
| 3Y | +178.9% | +109.2% | +69.7% | +48.0% |
| All | +102.5% | +101.8% | +0.7% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling