+316.4%
CFG vs MTB
+142.5%
+173.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | 0.0% |
| 7D | -0.9% | -1.3% | +0.5% | +0.4% |
| 30D | +1.1% | +0.5% | +0.6% | +0.6% |
| 3M | -12.0% | -12.4% | +0.4% | -0.1% |
| 6M | -2.2% | +1.5% | -3.7% | -3.5% |
| YTD | +11.4% | +10.3% | +1.1% | +1.7% |
| 1Y | +27.8% | +22.2% | +5.6% | +6.0% |
| 3Y | +173.3% | +96.9% | +76.4% | +45.7% |
| 5Y | +62.4% | +64.3% | -1.9% | -1.0% |
| 10Y | +249.6% | +137.8% | +111.8% | +53.2% |
| All | +316.4% | +142.5% | +173.9% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling