+60.4%
CFG vs RMD
-7.7%
+68.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +3.2% | +2.1% | +1.1% | +2.6% |
| 30D | +5.1% | +2.1% | +3.0% | +4.4% |
| 3M | -11.2% | +6.2% | -17.5% | -13.0% |
| 6M | +9.6% | +19.4% | -9.8% | +3.5% |
| YTD | +15.0% | +0.5% | +14.4% | +13.8% |
| 1Y | +29.9% | -3.9% | +33.8% | +30.1% |
| 3Y | +192.1% | +72.5% | +119.5% | +138.4% |
| All | +60.4% | -7.7% | +68.0% | +56.0% |
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 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