+326.8%
CFG vs SPG
+155.8%
+171.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.8% |
| 7D | +0.7% | +5.6% | -4.9% | -2.4% |
| 30D | +2.8% | +17.6% | -14.8% | -6.5% |
| 3M | -10.1% | +7.5% | -17.5% | -13.9% |
| 6M | +3.2% | +18.5% | -15.4% | -6.7% |
| YTD | +14.2% | +30.9% | -16.7% | -2.8% |
| 1Y | +27.4% | +34.1% | -6.7% | +7.0% |
| 3Y | +187.6% | +135.5% | +52.1% | +74.1% |
| 5Y | +65.7% | +86.5% | -20.8% | +13.2% |
| 10Y | +219.7% | +116.1% | +103.6% | +61.4% |
| All | +326.8% | +155.8% | +171.0% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling