+142.8%
CI vs CFG
+216.2%
-73.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +1.2% | +3.2% | -2.0% | +0.3% |
| 30D | +2.6% | +5.1% | -2.6% | +1.1% |
| 3M | +7.4% | -11.2% | +18.7% | +11.0% |
| 6M | -0.1% | +9.6% | -9.7% | -3.1% |
| YTD | +9.7% | +15.0% | -5.2% | +4.7% |
| 1Y | +12.1% | +29.9% | -17.7% | +3.2% |
| 3Y | +7.0% | +192.1% | -185.1% | -26.1% |
| 5Y | +49.7% | +62.3% | -12.6% | +20.9% |
| All | +142.8% | +216.2% | -73.4% | +47.2% |
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