+333.2%
CFG vs PR
+160.5%
+172.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.5% | +8.9% | +3.6% |
| 7D | +1.8% | -12.1% | +13.9% | +4.1% |
| 30D | +3.3% | +0.9% | +2.4% | +2.9% |
| 3M | -9.8% | +10.1% | -20.0% | -11.8% |
| 6M | +5.2% | +1.1% | +4.1% | +4.0% |
| YTD | +16.1% | +63.7% | -47.6% | +4.5% |
| 1Y | +33.7% | +87.0% | -53.4% | +17.2% |
| 3Y | +181.2% | +70.7% | +110.5% | +148.3% |
| 5Y | +69.1% | +246.8% | -177.7% | +26.0% |
| 10Y | +264.3% | +72.6% | +191.7% | +108.6% |
| All | +333.2% | +160.5% | +172.7% | +156.3% |
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 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