+208.5%
CFG vs P
+652.0%
-443.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.0% |
| 7D | +3.2% | +11.6% | -8.4% | +0.6% |
| 30D | +5.1% | -23.7% | +28.8% | +10.6% |
| 3M | -11.2% | -8.0% | -3.3% | -11.4% |
| 6M | +9.6% | +27.9% | -18.3% | -0.9% |
| YTD | +15.0% | +61.2% | -46.2% | -3.3% |
| 1Y | +29.9% | +28.6% | +1.2% | +13.3% |
| 3Y | +192.1% | +200.5% | -8.4% | +83.3% |
| 5Y | +62.3% | +282.9% | -220.7% | -9.5% |
| All | +208.5% | +652.0% | -443.5% | +23.1% |
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