+72.2%
CFG vs S
-52.7%
+124.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.1% |
| 7D | -0.9% | -13.4% | +12.5% | +0.7% |
| 30D | +1.1% | -14.0% | +15.1% | +2.6% |
| 3M | -12.0% | +4.9% | -16.9% | -13.0% |
| 6M | -2.2% | +42.0% | -44.2% | -7.2% |
| YTD | +11.4% | +45.1% | -33.7% | +4.9% |
| 1Y | +27.8% | +33.1% | -5.2% | +21.5% |
| 3Y | +173.3% | +40.6% | +132.7% | +155.9% |
| 5Y | +62.4% | -67.5% | +129.9% | +54.7% |
| All | +72.2% | -52.7% | +124.9% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling