+27.4%
CFG vs P
+9.7%
+17.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | +0.7% | -13.3% | +14.0% | +1.2% |
| 30D | +2.8% | -34.0% | +36.8% | +4.5% |
| 3M | -10.1% | +4.1% | -14.2% | -10.6% |
| 6M | +3.2% | +30.5% | -27.3% | +1.2% |
| YTD | +14.2% | +52.2% | -38.0% | +10.4% |
| 1Y | +27.4% | +10.3% | +17.1% | +22.9% |
| All | +27.4% | +9.7% | +17.7% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling