+132.3%
CMS vs CFG
+248.3%
-115.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.2% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | +7.1% | +3.2% | +3.8% | +6.7% |
| 3M | -1.3% | -9.7% | +8.4% | -0.2% |
| 6M | -2.7% | +3.6% | -6.3% | -3.2% |
| YTD | +2.6% | +14.7% | -12.1% | +0.7% |
| 1Y | -2.0% | +29.6% | -31.6% | -5.3% |
| 3Y | +39.6% | +190.6% | -150.9% | +20.8% |
| 5Y | +35.3% | +67.1% | -31.7% | +23.2% |
| 10Y | +132.3% | +237.0% | -104.7% | +115.7% |
| All | +132.3% | +248.3% | -115.9% | +115.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling