+206.6%
CFG vs P
+666.7%
-460.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | -1.6% |
| 7D | +1.6% | +17.8% | -16.2% | -2.1% |
| 30D | +3.3% | -29.9% | +33.1% | +10.6% |
| 3M | -11.5% | -1.2% | -10.4% | -13.2% |
| 6M | +6.2% | +32.1% | -25.9% | -4.6% |
| YTD | +14.3% | +64.3% | -50.0% | -4.3% |
| 1Y | +26.7% | +24.3% | +2.5% | +11.7% |
| 3Y | +187.8% | +203.2% | -15.5% | +80.4% |
| 5Y | +61.3% | +290.4% | -229.1% | -10.4% |
| All | +206.6% | +666.7% | -460.1% | +21.8% |
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