+316.4%
CFG vs RMD
+444.9%
-128.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | -0.9% | +2.3% | -3.2% | -1.6% |
| 30D | +1.1% | +4.1% | -3.1% | -0.3% |
| 3M | -12.0% | +5.7% | -17.7% | -13.8% |
| 6M | -2.2% | +12.9% | -15.1% | -6.4% |
| YTD | +11.4% | -1.5% | +12.9% | +10.9% |
| 1Y | +27.8% | -4.8% | +32.6% | +28.4% |
| 3Y | +173.3% | +57.5% | +115.8% | +129.2% |
| 5Y | +62.4% | -5.5% | +67.9% | +56.3% |
| 10Y | +249.6% | +357.8% | -108.2% | +110.2% |
| All | +316.4% | +444.9% | -128.4% | +138.3% |
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 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