+254.0%
CI vs CFG
+351.2%
-97.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.9% | -0.4% |
| 7D | +1.0% | -2.2% | +3.2% | +1.6% |
| 30D | +9.9% | +0.4% | +9.5% | +9.7% |
| 3M | +12.1% | -12.6% | +24.7% | +16.3% |
| 6M | +10.6% | +0.6% | +10.0% | +9.9% |
| YTD | +11.4% | +12.4% | -1.1% | +6.9% |
| 1Y | +18.8% | +27.7% | -8.9% | +9.7% |
| 3Y | +2.9% | +172.4% | -169.5% | -27.5% |
| 5Y | +54.5% | +64.0% | -9.4% | +23.8% |
| 10Y | +175.7% | +252.8% | -77.1% | +52.6% |
| All | +254.0% | +351.2% | -97.2% | +81.1% |
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