+229.9%
CI vs CFG
+396.4%
-166.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +1.3% | +1.5% | -0.2% | +0.9% |
| 30D | +4.4% | -3.8% | +8.3% | +5.6% |
| 3M | +0.7% | +11.5% | -10.8% | -2.7% |
| 6M | +0.3% | +19.2% | -18.8% | -5.0% |
| YTD | +3.8% | +23.7% | -19.9% | -3.0% |
| 1Y | -5.5% | +38.8% | -44.3% | -14.8% |
| 3Y | +8.1% | +178.9% | -170.8% | -24.4% |
| 5Y | +42.8% | +101.8% | -59.0% | +6.9% |
| 10Y | +143.9% | +317.3% | -173.4% | +28.3% |
| All | +229.9% | +396.4% | -166.5% | +64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling