+102.5%
CFG vs PL
+82.7%
+19.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +1.5% | -9.3% | +10.8% | +2.6% |
| 30D | -3.8% | -18.9% | +15.1% | -1.6% |
| 3M | +11.5% | -58.4% | +69.9% | +22.0% |
| 6M | +19.2% | -30.3% | +49.5% | +20.0% |
| YTD | +23.7% | -8.1% | +31.8% | +18.9% |
| 1Y | +38.8% | +180.5% | -141.6% | +10.7% |
| 3Y | +178.9% | +444.1% | -265.2% | +81.8% |
| All | +102.5% | +82.7% | +19.9% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling