+62.0%
CFG vs ROP
+1.1%
+60.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.3% |
| 7D | -0.9% | +2.1% | -3.0% | -1.8% |
| 30D | +1.1% | +32.9% | -31.8% | -11.0% |
| 3M | -12.0% | +20.0% | -32.0% | -19.1% |
| 6M | -2.2% | +36.4% | -38.6% | -16.2% |
| YTD | +11.4% | +7.8% | +3.6% | +7.7% |
| 1Y | +27.8% | +8.0% | +19.9% | +23.5% |
| 3Y | +173.3% | -3.5% | +176.8% | +180.7% |
| All | +62.0% | +1.1% | +60.9% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling