+457.9%
CME vs CFG
+396.4%
+61.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | +1.5% | -3.1% | -2.0% |
| 30D | +6.2% | -3.8% | +10.1% | +7.2% |
| 3M | +10.4% | +11.5% | -1.1% | +7.2% |
| 6M | -9.5% | +19.2% | -28.7% | -13.9% |
| YTD | +6.0% | +23.7% | -17.7% | -0.4% |
| 1Y | +9.3% | +38.8% | -29.6% | -0.7% |
| 3Y | +57.7% | +178.9% | -121.2% | +12.1% |
| 5Y | +77.7% | +101.8% | -24.1% | +34.6% |
| 10Y | +281.2% | +317.3% | -36.0% | +93.4% |
| All | +457.9% | +396.4% | +61.5% | +171.8% |
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