-3.9%
CRM vs CFG
+96.1%
-100.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -8.1% | -1.7% | -6.4% | -7.6% |
| 30D | +23.1% | -4.6% | +27.7% | +24.7% |
| 3M | +42.5% | +7.9% | +34.7% | +38.7% |
| 6M | +25.3% | +19.9% | +5.4% | +17.1% |
| YTD | -7.8% | +21.7% | -29.5% | -14.6% |
| 1Y | +1.0% | +38.4% | -37.4% | -10.8% |
| 3Y | +10.0% | +187.0% | -177.0% | -26.7% |
| 5Y | -3.9% | +99.5% | -103.4% | -26.8% |
| All | -3.9% | +96.1% | -100.0% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling