-4.7%
CMS vs CFG
+27.4%
-32.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -1.3% | +1.6% | -2.9% | -1.4% |
| 30D | +5.3% | +3.3% | +2.0% | +5.0% |
| 3M | -0.3% | -11.5% | +11.2% | +0.2% |
| 6M | -4.0% | +6.2% | -10.3% | -4.1% |
| YTD | +2.1% | +14.3% | -12.1% | +2.1% |
| 1Y | -4.7% | +26.7% | -31.5% | -4.3% |
| All | -4.7% | +27.4% | -32.2% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling