+206.2%
CTVA vs CFG
+160.6%
+45.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +2.4% | +0.7% | +1.7% | +2.2% |
| 30D | -8.1% | +2.8% | -10.9% | -9.1% |
| 3M | +6.3% | -10.1% | +16.4% | +10.3% |
| 6M | +0.4% | +3.2% | -2.8% | -1.5% |
| YTD | +21.8% | +14.2% | +7.6% | +14.2% |
| 1Y | +24.9% | +27.4% | -2.5% | +12.1% |
| 3Y | +92.3% | +187.6% | -95.3% | +20.7% |
| 5Y | +78.9% | +65.7% | +13.2% | +35.4% |
| All | +206.2% | +160.6% | +45.6% | +74.1% |
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 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