+73.1%
CME vs CFG
+61.7%
+11.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +3.9% | +3.2% | +0.8% | +3.8% |
| 30D | +11.3% | +5.1% | +6.2% | +11.0% |
| 3M | +19.6% | -11.2% | +30.8% | +20.3% |
| 6M | +8.1% | +9.6% | -1.5% | +7.5% |
| YTD | +20.4% | +15.0% | +5.4% | +19.2% |
| 1Y | +16.5% | +29.9% | -13.4% | +14.5% |
| 3Y | +66.4% | +192.1% | -125.6% | +47.6% |
| All | +73.1% | +61.7% | +11.4% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling