+62.0%
CFG vs USFR
+21.3%
+40.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.8% |
| 7D | -0.9% | +0.1% | -1.0% | -0.4% |
| 30D | +1.1% | +0.4% | +0.7% | +3.0% |
| 3M | -12.0% | +1.1% | -13.0% | -7.6% |
| 6M | -2.2% | +2.1% | -4.3% | +7.4% |
| YTD | +11.4% | +3.4% | +8.0% | +29.2% |
| 1Y | +27.8% | +4.1% | +23.7% | +52.2% |
| 3Y | +173.3% | +14.4% | +158.9% | +392.4% |
| All | +62.0% | +21.3% | +40.7% | +257.4% |
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