+362.4%
CFG vs MTB
+167.1%
+195.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.5% | +1.7% | -0.2% | -0.1% |
| 30D | -3.8% | -4.2% | +0.4% | +0.2% |
| 3M | +11.5% | +8.9% | +2.6% | +2.8% |
| 6M | +19.2% | +10.9% | +8.3% | +8.0% |
| YTD | +23.7% | +21.5% | +2.2% | +3.0% |
| 1Y | +38.8% | +21.9% | +16.9% | +15.3% |
| 3Y | +178.9% | +109.2% | +69.7% | +40.4% |
| 5Y | +101.8% | +102.0% | -0.2% | +0.4% |
| 10Y | +317.3% | +171.9% | +145.3% | +61.4% |
| All | +362.4% | +167.1% | +195.3% | +79.9% |
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