+181.4%
CFG vs RMD
+51.0%
+130.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.5% | -5.0% | +6.5% | +2.7% |
| 30D | -3.8% | +2.2% | -6.1% | -4.5% |
| 3M | +11.5% | +17.8% | -6.4% | +6.8% |
| 6M | +19.2% | -11.3% | +30.5% | +21.8% |
| YTD | +23.7% | -4.4% | +28.1% | +24.3% |
| 1Y | +38.8% | -15.7% | +54.6% | +43.2% |
| All | +181.4% | +51.0% | +130.3% | +145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling