+34.7%
CMS vs CFG
+61.2%
-26.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -1.3% | -0.9% | -0.4% | -1.2% |
| 30D | +6.3% | +1.1% | +5.2% | +6.2% |
| 3M | -2.1% | -12.0% | +9.9% | -0.7% |
| 6M | -5.1% | -2.2% | -2.9% | -5.0% |
| YTD | +1.3% | +11.4% | -10.2% | -0.3% |
| 1Y | -1.4% | +27.8% | -29.2% | -4.5% |
| 3Y | +36.9% | +173.3% | -136.4% | +18.0% |
| All | +34.7% | +61.2% | -26.6% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling