+238.9%
CRM vs CFG
+316.8%
-77.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.6% |
| 7D | -4.4% | -0.4% | -4.0% | -4.3% |
| 30D | +28.1% | -4.6% | +32.8% | +29.7% |
| 3M | +48.8% | +6.7% | +42.2% | +45.9% |
| 6M | +28.3% | +22.1% | +6.1% | +20.5% |
| YTD | -6.0% | +23.2% | -29.2% | -12.2% |
| 1Y | +1.4% | +40.3% | -38.8% | -8.9% |
| 3Y | +11.8% | +187.9% | -176.0% | -19.5% |
| 5Y | -2.0% | +102.0% | -104.0% | -23.4% |
| All | +238.9% | +316.8% | -77.9% | +108.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling