+15.0%
CI vs CFG
+28.5%
-13.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.7% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | +6.4% | +3.1% | +3.3% | +5.8% |
| 3M | +10.7% | -9.7% | +20.4% | +12.3% |
| 6M | +5.5% | +6.7% | -1.2% | +3.2% |
| YTD | +11.4% | +15.2% | -3.8% | +6.7% |
| 1Y | +15.0% | +28.8% | -13.8% | +8.0% |
| All | +15.0% | +28.5% | -13.5% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling