+308.6%
CFG vs P
+449.6%
-141.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -16.4% | +13.3% | +0.4% |
| 7D | -2.2% | -31.9% | +29.7% | +5.7% |
| 30D | +0.4% | -36.5% | +36.9% | +9.6% |
| 3M | -12.6% | +11.6% | -24.2% | -16.8% |
| 6M | +0.6% | +25.2% | -24.6% | -8.6% |
| YTD | +12.4% | +39.4% | -27.0% | -1.5% |
| 1Y | +27.7% | -3.7% | +31.4% | +19.9% |
| 3Y | +172.4% | +167.3% | +5.1% | +81.0% |
| 5Y | +64.0% | +237.3% | -173.4% | -1.7% |
| 10Y | +252.8% | +698.6% | -445.8% | +59.0% |
| All | +308.6% | +449.6% | -141.0% | +85.2% |
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