+361.6%
CFG vs PR
+169.5%
+192.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | +1.5% | +2.9% | -1.4% | +1.0% |
| 30D | -3.8% | +18.0% | -21.9% | -6.9% |
| 3M | +11.5% | +16.9% | -5.4% | +7.8% |
| 6M | +19.2% | +28.2% | -9.0% | +12.8% |
| YTD | +23.7% | +69.3% | -45.6% | +10.9% |
| 1Y | +38.8% | +69.5% | -30.7% | +24.2% |
| 3Y | +178.9% | +81.7% | +97.2% | +143.9% |
| 5Y | +101.8% | +422.2% | -320.5% | +40.3% |
| 10Y | +317.3% | +110.4% | +206.9% | +140.9% |
| All | +361.6% | +169.5% | +192.1% | +172.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling