+173.3%
CFG vs PR
+64.2%
+109.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.5% |
| 7D | -0.9% | -16.4% | +15.5% | +4.0% |
| 30D | +1.1% | -1.9% | +3.0% | +1.0% |
| 3M | -12.0% | +8.0% | -19.9% | -14.9% |
| 6M | -2.2% | +4.1% | -6.3% | -4.9% |
| YTD | +11.4% | +58.7% | -47.3% | -9.1% |
| 1Y | +27.8% | +75.8% | -48.0% | -0.2% |
| 3Y | +173.3% | +73.2% | +100.1% | +101.3% |
| All | +173.3% | +64.2% | +109.1% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 3y: compounded portfolio wealth divided by compounded PR 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…
3y analysis · Full analysis span regression · 6 months rolling