+306.8%
CFG vs SPYG
+412.5%
-105.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -0.6% | +0.3% | -0.9% | -0.9% |
| 30D | -4.5% | -1.7% | -2.9% | -3.0% |
| 3M | +6.3% | +3.6% | +2.7% | +2.2% |
| 6M | +20.6% | +16.6% | +4.0% | +3.1% |
| YTD | +21.2% | +13.4% | +7.9% | +6.4% |
| 1Y | +38.2% | +19.6% | +18.6% | +14.8% |
| 3Y | +185.9% | +99.8% | +86.2% | +41.3% |
| 5Y | +97.0% | +85.0% | +12.0% | +3.6% |
| 10Y | +306.8% | +422.1% | -115.3% | -31.4% |
| All | +306.8% | +412.5% | -105.7% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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