+105.2%
CTVA vs CFG
+100.9%
+4.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -2.1% | +2.7% | -4.8% | -2.9% |
| 30D | +12.0% | -3.7% | +15.7% | +13.2% |
| 3M | +13.5% | +9.5% | +4.0% | +10.1% |
| 6M | +12.1% | +22.2% | -10.1% | +4.8% |
| YTD | +29.0% | +22.3% | +6.7% | +20.2% |
| 1Y | +18.9% | +39.4% | -20.6% | +6.0% |
| 3Y | +78.9% | +188.5% | -109.6% | +23.3% |
| 5Y | +105.2% | +101.5% | +3.7% | +48.5% |
| All | +105.2% | +100.9% | +4.3% | +48.5% |
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