+319.1%
CFG vs RMD
+278.3%
+40.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.5% | -5.0% | +6.5% | +3.1% |
| 30D | -3.8% | +2.2% | -6.1% | -4.7% |
| 3M | +11.5% | +17.8% | -6.4% | +5.7% |
| 6M | +19.2% | -11.3% | +30.5% | +22.8% |
| YTD | +23.7% | -4.4% | +28.1% | +24.5% |
| 1Y | +38.8% | -15.7% | +54.6% | +44.8% |
| 3Y | +178.9% | +47.7% | +131.2% | +137.8% |
| 5Y | +101.8% | -19.2% | +121.0% | +104.1% |
| All | +319.1% | +278.3% | +40.8% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling