+38.8%
CFG vs MULL
+3,061.6%
-3,022.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.8% | -11.9% | -0.3% |
| 7D | +1.5% | +17.3% | -15.8% | +1.2% |
| 30D | -3.8% | +23.5% | -27.3% | -4.3% |
| 3M | +11.5% | -24.0% | +35.5% | +10.6% |
| 6M | +19.2% | +276.7% | -257.6% | +8.0% |
| YTD | +23.7% | +565.1% | -541.4% | +9.1% |
| 1Y | +38.8% | +2,802.6% | -2,763.7% | +19.7% |
| All | +38.8% | +3,061.6% | -3,022.7% | +19.7% |
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