+237.6%
CNC vs CFG
+358.5%
-120.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -5.3% | +1.6% | -6.9% | -5.7% |
| 30D | +2.0% | +3.3% | -1.2% | +1.2% |
| 3M | +4.8% | -11.5% | +16.3% | +8.4% |
| 6M | +18.5% | +6.2% | +12.3% | +16.2% |
| YTD | +70.8% | +14.3% | +56.5% | +63.2% |
| 1Y | +94.1% | +26.7% | +67.4% | +80.1% |
| 3Y | -2.2% | +187.8% | -190.0% | -32.4% |
| 5Y | -7.4% | +61.3% | -68.7% | -25.2% |
| 10Y | +177.3% | +217.2% | -39.9% | +57.1% |
| All | +237.6% | +358.5% | -120.8% | +62.5% |
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