+87.2%
CTVA vs CFG
+182.2%
-95.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.2% | +1.0% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | -8.5% | +3.2% | -11.8% | -9.3% |
| 3M | +5.3% | -9.7% | +15.0% | +7.9% |
| 6M | -0.1% | +3.6% | -3.7% | -1.4% |
| YTD | +21.2% | +14.7% | +6.5% | +15.7% |
| 1Y | +27.0% | +29.6% | -2.6% | +16.9% |
| 3Y | +87.2% | +190.6% | -103.3% | +41.2% |
| All | +87.2% | +182.2% | -95.0% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling