+242.9%
CMS vs CFG
+351.2%
-108.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.1% |
| 7D | +1.7% | -2.2% | +3.8% | +1.9% |
| 30D | +8.6% | +0.4% | +8.2% | +8.6% |
| 3M | -0.5% | -12.6% | +12.1% | +0.9% |
| 6M | -4.2% | +0.6% | -4.8% | -4.3% |
| YTD | +3.4% | +12.4% | -9.0% | +1.9% |
| 1Y | +0.4% | +27.7% | -27.2% | -2.4% |
| 3Y | +38.2% | +172.4% | -134.2% | +22.5% |
| 5Y | +35.4% | +64.0% | -28.5% | +24.8% |
| 10Y | +131.7% | +252.8% | -121.2% | +89.8% |
| All | +242.9% | +351.2% | -108.2% | +175.5% |
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