+10.1%
CME vs CFG
+39.0%
-28.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.1% |
| 7D | -2.9% | +2.7% | -5.6% | -2.8% |
| 30D | +5.5% | -3.7% | +9.2% | +5.4% |
| 3M | +11.0% | +9.5% | +1.5% | +11.5% |
| 6M | -9.7% | +22.2% | -31.9% | -8.9% |
| YTD | +4.9% | +22.3% | -17.5% | +5.5% |
| 1Y | +10.1% | +39.4% | -29.4% | +9.5% |
| All | +10.1% | +39.0% | -28.9% | +9.5% |
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