+33.7%
CFG vs MULL
+444.9%
-411.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -13.8% | +16.1% | +2.6% |
| 7D | +1.8% | -35.9% | +37.7% | +2.5% |
| 30D | +3.3% | -47.3% | +50.6% | +4.4% |
| 3M | -9.8% | -30.6% | +20.7% | -9.6% |
| 6M | +5.2% | +13.7% | -8.5% | -0.4% |
| YTD | +16.1% | +272.1% | -256.0% | +1.1% |
| 1Y | +33.7% | +475.1% | -441.4% | +13.7% |
| All | +33.7% | +444.9% | -411.2% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling