+208.5%
CFG vs USFR
+28.6%
+180.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +5.1% | +0.4% | +4.8% | +4.6% |
| 3M | -11.2% | +1.1% | -12.3% | -12.6% |
| 6M | +9.6% | +2.0% | +7.5% | +6.2% |
| YTD | +15.0% | +3.5% | +11.5% | +9.0% |
| 1Y | +29.9% | +4.1% | +25.8% | +21.9% |
| 3Y | +192.1% | +14.4% | +177.7% | +133.5% |
| 5Y | +62.3% | +21.4% | +40.9% | +13.4% |
| All | +208.5% | +28.6% | +180.0% | +87.8% |
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