+63.2%
CME vs CFG
+168.6%
-105.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.5% |
| 7D | +0.9% | -0.9% | +1.8% | +0.9% |
| 30D | +13.2% | +1.1% | +12.1% | +13.2% |
| 3M | +16.3% | -12.0% | +28.3% | +15.5% |
| 6M | +7.1% | -2.2% | +9.4% | +7.2% |
| YTD | +15.8% | +11.4% | +4.4% | +16.8% |
| 1Y | +17.1% | +27.8% | -10.8% | +19.0% |
| 3Y | +63.2% | +173.3% | -110.1% | +79.2% |
| All | +63.2% | +168.6% | -105.5% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling