+349.6%
CFG vs P
+485.4%
-135.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | +1.5% | +6.5% | -5.0% | +0.1% |
| 30D | -3.8% | +18.8% | -22.7% | -8.1% |
| 3M | +11.5% | +26.7% | -15.3% | +4.0% |
| 6M | +19.2% | +62.2% | -43.0% | +3.4% |
| YTD | +23.7% | +48.5% | -24.8% | +8.7% |
| 1Y | +38.8% | +26.4% | +12.5% | +23.8% |
| 3Y | +178.9% | +159.4% | +19.5% | +90.8% |
| 5Y | +101.8% | +275.8% | -174.0% | +19.9% |
| 10Y | +317.3% | +732.0% | -414.8% | +89.1% |
| All | +349.6% | +485.4% | -135.8% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling