+38.0%
CMS vs CFG
+168.6%
-130.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | +7.2% | +1.1% | +6.1% | +7.1% |
| 3M | -1.3% | -12.0% | +10.7% | -0.2% |
| 6M | -4.3% | -2.2% | -2.1% | -4.2% |
| YTD | +2.1% | +11.4% | -9.3% | +0.9% |
| 1Y | -0.6% | +27.8% | -28.4% | -3.0% |
| 3Y | +38.0% | +173.3% | -135.3% | +13.3% |
| All | +38.0% | +168.6% | -130.6% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling