+63.4%
CFG vs PL
+38.8%
+24.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.8% | +13.4% | -14.1% | -2.4% |
| 30D | +3.1% | -10.2% | +13.3% | +4.0% |
| 3M | -9.7% | -39.5% | +29.8% | -4.9% |
| 6M | +6.7% | -65.7% | +72.4% | +18.5% |
| YTD | +15.2% | -27.3% | +42.5% | +13.1% |
| 1Y | +28.8% | +15.0% | +13.8% | +17.4% |
| 3Y | +190.1% | +560.8% | -370.8% | +83.2% |
| 5Y | +63.4% | +38.4% | +25.0% | +14.2% |
| All | +63.4% | +38.8% | +24.6% | +14.2% |
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