+339.5%
CRM vs CFG
+390.8%
-51.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.6% |
| 7D | -3.5% | +2.7% | -6.2% | -4.2% |
| 30D | +29.3% | -3.7% | +32.9% | +30.5% |
| 3M | +36.8% | +9.5% | +27.3% | +32.8% |
| 6M | +23.9% | +22.2% | +1.6% | +15.9% |
| YTD | -5.5% | +22.3% | -27.8% | -11.9% |
| 1Y | -0.4% | +39.4% | -39.9% | -11.0% |
| 3Y | +12.8% | +188.5% | -175.7% | -20.7% |
| 5Y | -3.5% | +101.5% | -105.0% | -25.8% |
| 10Y | +238.4% | +308.6% | -70.2% | +76.1% |
| All | +339.5% | +390.8% | -51.3% | +107.6% |
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