+1.4%
CRM vs CFG
+40.1%
-38.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.9% |
| 7D | -4.4% | -0.4% | -4.0% | -4.4% |
| 30D | +28.1% | -4.6% | +32.8% | +28.3% |
| 3M | +48.8% | +6.7% | +42.2% | +48.3% |
| 6M | +28.3% | +22.1% | +6.1% | +25.7% |
| YTD | -6.0% | +23.2% | -29.2% | -7.8% |
| 1Y | +1.4% | +40.3% | -38.8% | -2.7% |
| All | +1.4% | +40.1% | -38.7% | -2.7% |
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 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