+184.4%
CFG vs PSLV
+165.1%
+19.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +0.7% |
| 7D | -1.7% | -4.9% | +3.2% | -1.4% |
| 30D | -4.6% | -1.9% | -2.7% | -4.5% |
| 3M | +7.9% | +4.2% | +3.7% | +7.4% |
| 6M | +19.9% | -27.6% | +47.5% | +22.1% |
| YTD | +21.7% | -11.7% | +33.4% | +19.0% |
| 1Y | +38.4% | +49.3% | -10.9% | +25.0% |
| All | +184.4% | +165.1% | +19.3% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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