+362.4%
CFG vs RMD
+428.8%
-66.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.7% |
| YTD | +23.7% | -4.4% | +28.1% | +24.5% |
| 1Y | +38.8% | -15.7% | +54.6% | +44.7% |
| 3Y | +178.9% | +47.7% | +131.2% | +138.4% |
| 5Y | +101.8% | -19.2% | +121.0% | +103.8% |
| 10Y | +317.3% | +280.4% | +36.9% | +164.2% |
| All | +362.4% | +428.8% | -66.4% | +167.5% |
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