+529.4%
CME vs CFG
+362.1%
+167.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.0% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | +13.9% | +3.1% | +10.8% | +13.0% |
| 3M | +22.4% | -9.7% | +32.1% | +25.4% |
| 6M | +12.9% | +6.7% | +6.2% | +10.6% |
| YTD | +19.6% | +15.2% | +4.4% | +14.2% |
| 1Y | +17.7% | +28.8% | -11.1% | +9.0% |
| 3Y | +65.3% | +190.1% | -124.7% | +16.1% |
| 5Y | +75.1% | +63.4% | +11.8% | +42.2% |
| 10Y | +305.8% | +219.8% | +86.0% | +123.7% |
| All | +529.4% | +362.1% | +167.3% | +211.9% |
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