+237.0%
CFG vs P
+748.5%
-511.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.3% | -3.4% | +1.5% |
| 7D | +0.3% | -9.6% | +9.9% | +2.1% |
| 30D | +3.2% | -33.4% | +36.7% | +12.0% |
| 3M | -9.7% | +14.2% | -23.9% | -14.6% |
| 6M | +3.6% | +31.6% | -27.9% | -7.3% |
| YTD | +14.7% | +53.5% | -38.8% | -2.5% |
| 1Y | +29.6% | +14.2% | +15.4% | +16.3% |
| 3Y | +190.6% | +190.5% | +0.1% | +83.1% |
| 5Y | +67.1% | +256.3% | -189.3% | -5.4% |
| 10Y | +237.0% | +707.9% | -470.8% | +40.4% |
| All | +237.0% | +748.5% | -511.5% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling