+222.1%
CNC vs CFG
+396.4%
-174.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | +3.5% | +1.5% | +2.0% | +3.1% |
| 30D | +0.1% | -3.8% | +3.9% | +1.2% |
| 3M | +6.9% | +11.5% | -4.6% | +3.6% |
| 6M | +49.0% | +19.2% | +29.8% | +41.4% |
| YTD | +62.9% | +23.7% | +39.2% | +52.3% |
| 1Y | +134.0% | +38.8% | +95.1% | +111.3% |
| 3Y | +9.4% | +178.9% | -169.5% | -23.8% |
| 5Y | +4.1% | +101.8% | -97.6% | -21.9% |
| 10Y | +95.4% | +317.3% | -221.9% | -0.3% |
| All | +222.1% | +396.4% | -174.2% | +51.7% |
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