+330.5%
CFG vs RMD
+452.3%
-121.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.3% |
| 7D | -0.8% | -0.8% | 0.0% | -0.5% |
| 30D | +3.1% | +1.7% | +1.5% | +2.5% |
| 3M | -9.7% | +6.4% | -16.1% | -11.7% |
| 6M | +6.7% | +20.7% | -14.0% | +0.2% |
| YTD | +15.2% | -0.2% | +15.3% | +14.2% |
| 1Y | +28.8% | -4.5% | +33.3% | +29.3% |
| 3Y | +190.1% | +70.5% | +119.5% | +137.3% |
| 5Y | +63.4% | -1.6% | +65.0% | +55.4% |
| 10Y | +219.8% | +342.7% | -122.9% | +93.9% |
| All | +330.5% | +452.3% | -121.8% | +145.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling