+150.3%
CI vs CFG
+230.2%
-79.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.7% |
| 7D | +2.6% | +0.7% | +1.9% | +2.4% |
| 30D | +7.3% | +2.8% | +4.6% | +6.5% |
| 3M | +9.5% | -10.1% | +19.6% | +12.7% |
| 6M | +6.4% | +3.2% | +3.2% | +5.0% |
| YTD | +12.0% | +14.2% | -2.2% | +7.0% |
| 1Y | +20.1% | +27.4% | -7.3% | +11.1% |
| 3Y | +9.6% | +187.6% | -178.0% | -24.0% |
| 5Y | +52.7% | +65.7% | -13.0% | +22.3% |
| 10Y | +150.3% | +219.7% | -69.4% | +48.7% |
| All | +150.3% | +230.2% | -79.9% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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