+102.5%
CFG vs USFR
+20.4%
+82.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | 0.0% |
| 7D | +1.5% | +0.1% | +1.5% | +1.9% |
| 30D | -3.8% | +0.3% | -4.1% | -2.3% |
| 3M | +11.5% | +1.0% | +10.5% | +17.4% |
| 6M | +19.2% | +1.9% | +17.2% | +31.6% |
| YTD | +23.7% | +2.6% | +21.1% | +40.8% |
| 1Y | +38.8% | +4.0% | +34.8% | +68.4% |
| 3Y | +178.9% | +14.1% | +164.8% | +449.4% |
| All | +102.5% | +20.4% | +82.1% | +438.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling