+39.4%
CFG vs MULL
+2,469.6%
-2,430.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.1% |
| 7D | +2.7% | +14.0% | -11.3% | +2.4% |
| 30D | -3.7% | +24.8% | -28.5% | -4.2% |
| 3M | +9.5% | -16.1% | +25.6% | +8.4% |
| 6M | +22.2% | +330.9% | -308.7% | +9.6% |
| YTD | +22.3% | +545.0% | -522.7% | +7.4% |
| 1Y | +39.4% | +2,427.1% | -2,387.7% | +17.8% |
| All | +39.4% | +2,469.6% | -2,430.2% | +17.8% |
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