+32.0%
CTVA vs CFG
+34.2%
-2.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +2.9% |
| 7D | +8.2% | +1.8% | +6.4% | +8.0% |
| 30D | -1.0% | +3.3% | -4.3% | -1.4% |
| 3M | +4.6% | -9.8% | +14.4% | +6.3% |
| 6M | +0.5% | +5.2% | -4.7% | -0.2% |
| YTD | +22.7% | +16.1% | +6.6% | +17.2% |
| 1Y | +32.0% | +33.7% | -1.7% | +17.1% |
| All | +32.0% | +34.2% | -2.3% | +17.1% |
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