+62.0%
CFG vs RMD
-5.3%
+67.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | -0.9% | +2.3% | -3.2% | -1.5% |
| 30D | +1.1% | +4.1% | -3.1% | -0.2% |
| 3M | -12.0% | +5.7% | -17.7% | -13.7% |
| 6M | -2.2% | +12.9% | -15.1% | -6.1% |
| YTD | +11.4% | -1.5% | +12.9% | +11.0% |
| 1Y | +27.8% | -4.8% | +32.6% | +28.4% |
| 3Y | +173.3% | +57.5% | +115.8% | +130.0% |
| All | +62.0% | -5.3% | +67.3% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling