+308.6%
CFG vs USFR
+28.1%
+280.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | -3.7% | +0.3% | -4.0% | -4.2% |
| 3M | +9.5% | +1.0% | +8.5% | +7.8% |
| 6M | +22.2% | +1.9% | +20.3% | +18.7% |
| YTD | +22.3% | +2.7% | +19.7% | +17.3% |
| 1Y | +39.4% | +4.0% | +35.4% | +30.8% |
| 3Y | +188.5% | +14.0% | +174.5% | +130.9% |
| 5Y | +101.5% | +20.4% | +81.1% | +42.4% |
| 10Y | +308.6% | +28.1% | +280.6% | +141.8% |
| All | +308.6% | +28.1% | +280.6% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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