+77.9%
CTVA vs CFG
+68.3%
+9.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.2% | +0.9% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | -8.5% | +3.2% | -11.8% | -9.4% |
| 3M | +5.3% | -9.7% | +15.0% | +8.3% |
| 6M | -0.1% | +3.6% | -3.7% | -1.7% |
| YTD | +21.2% | +14.7% | +6.5% | +15.1% |
| 1Y | +27.0% | +29.6% | -2.6% | +15.9% |
| 3Y | +87.2% | +190.6% | -103.3% | +29.5% |
| 5Y | +77.9% | +67.1% | +10.8% | +40.6% |
| All | +77.9% | +68.3% | +9.6% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling