+282.1%
CME vs CFG
+313.6%
-31.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -2.9% | +2.7% | -5.6% | -3.5% |
| 30D | +5.5% | -3.7% | +9.2% | +6.4% |
| 3M | +11.0% | +9.5% | +1.5% | +8.3% |
| 6M | -9.7% | +22.2% | -31.9% | -14.5% |
| YTD | +4.9% | +22.3% | -17.5% | -1.0% |
| 1Y | +10.1% | +39.4% | -29.4% | +0.2% |
| 3Y | +53.5% | +188.5% | -135.0% | +8.9% |
| 5Y | +77.2% | +101.5% | -24.4% | +35.1% |
| 10Y | +282.1% | +308.6% | -26.5% | +90.1% |
| All | +282.1% | +313.6% | -31.5% | +90.1% |
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 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