-10.0%
CRM vs CFG
+34.2%
-44.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +2.1% |
| 7D | -6.2% | +1.8% | -8.0% | -6.3% |
| 30D | -1.2% | +3.3% | -4.5% | -1.4% |
| 3M | +19.1% | -9.8% | +29.0% | +19.4% |
| 6M | +23.0% | +5.2% | +17.8% | +22.5% |
| YTD | -13.7% | +16.1% | -29.8% | -16.7% |
| 1Y | -10.0% | +33.7% | -43.7% | -20.9% |
| All | -10.0% | +34.2% | -44.2% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling