+137.3%
CTVA vs CFG
+162.4%
-25.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | -20.8% | +3.2% | -24.0% | -21.6% |
| 30D | -29.6% | +5.1% | -34.8% | -30.9% |
| 3M | -16.9% | -11.2% | -5.7% | -13.3% |
| 6M | -24.3% | +9.6% | -33.8% | -27.3% |
| YTD | -5.6% | +15.0% | -20.6% | -11.6% |
| 1Y | -4.2% | +29.9% | -34.0% | -14.5% |
| 3Y | +43.3% | +192.1% | -148.8% | -10.5% |
| 5Y | +35.7% | +62.3% | -26.6% | +3.8% |
| All | +137.3% | +162.4% | -25.1% | +34.7% |
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 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