+232.2%
CMS vs CFG
+396.4%
-164.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.4% | +1.5% | -1.2% | +0.2% |
| 30D | -3.6% | -3.8% | +0.2% | -3.2% |
| 3M | -1.9% | +11.5% | -13.4% | -3.1% |
| 6M | -11.0% | +19.2% | -30.2% | -12.7% |
| YTD | +0.2% | +23.7% | -23.5% | -2.2% |
| 1Y | -1.3% | +38.8% | -40.2% | -4.9% |
| 3Y | +35.9% | +178.9% | -143.0% | +20.1% |
| 5Y | +23.1% | +101.8% | -78.7% | +11.0% |
| 10Y | +117.9% | +317.3% | -199.4% | +76.9% |
| All | +232.2% | +396.4% | -164.2% | +164.3% |
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 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