+75.8%
CFG vs PL
+16.0%
+59.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -10.1% | +7.0% | -2.0% |
| 7D | -2.2% | -20.5% | +18.4% | +0.4% |
| 30D | +0.4% | -38.8% | +39.2% | +6.0% |
| 3M | -12.6% | -49.1% | +36.5% | -5.9% |
| 6M | +0.6% | -69.4% | +70.0% | +13.0% |
| YTD | +12.4% | -42.3% | +54.8% | +13.6% |
| 1Y | +27.7% | -14.2% | +41.9% | +20.7% |
| 3Y | +172.4% | +398.7% | -226.3% | +78.1% |
| 5Y | +64.0% | +11.1% | +52.8% | +16.3% |
| All | +75.8% | +16.0% | +59.8% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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