+192.6%
CFG vs SPG
+137.4%
+55.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -0.8% | +2.7% | -3.5% | -2.6% |
| 30D | +3.1% | +16.6% | -13.4% | -7.1% |
| 3M | -9.7% | +8.1% | -17.8% | -14.5% |
| 6M | +6.7% | +19.3% | -12.6% | -5.8% |
| YTD | +15.2% | +31.1% | -15.9% | -5.1% |
| 1Y | +28.8% | +32.8% | -4.0% | +5.2% |
| All | +192.6% | +137.4% | +55.3% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 3y: compounded portfolio wealth divided by compounded SPG 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…
3y analysis · Full analysis span regression · 6 months rolling