+308.6%
CFG vs ROP
+134.1%
+174.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | +0.8% |
| 7D | +2.7% | -5.4% | +8.1% | +6.5% |
| 30D | -3.7% | -1.6% | -2.0% | -3.0% |
| 3M | +9.5% | +18.8% | -9.4% | -4.2% |
| 6M | +22.2% | +8.2% | +14.0% | +13.2% |
| YTD | +22.3% | -10.5% | +32.8% | +28.5% |
| 1Y | +39.4% | -23.7% | +63.2% | +64.6% |
| 3Y | +188.5% | -17.9% | +206.3% | +218.1% |
| 5Y | +101.5% | -15.3% | +116.9% | +111.8% |
| 10Y | +308.6% | +133.4% | +175.2% | +91.8% |
| All | +308.6% | +134.1% | +174.5% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ROP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling