+64.0%
CFG vs PR
+225.6%
-161.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.9% | +1.7% | -2.0% |
| 7D | -2.2% | -16.5% | +14.4% | +1.9% |
| 30D | +0.4% | -4.5% | +4.9% | +1.1% |
| 3M | -12.6% | +8.5% | -21.1% | -14.9% |
| 6M | +0.6% | -3.3% | +3.9% | +0.2% |
| YTD | +12.4% | +55.7% | -43.3% | -1.7% |
| 1Y | +27.7% | +82.0% | -54.4% | +6.9% |
| 3Y | +172.4% | +62.5% | +109.9% | +130.6% |
| 5Y | +64.0% | +223.9% | -160.0% | +13.1% |
| All | +64.0% | +225.6% | -161.7% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling