+205.4%
CTVA vs CFG
+162.9%
+42.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -1.0% | -0.8% | -0.2% | -0.7% |
| 30D | -8.7% | +3.1% | -11.9% | -9.8% |
| 3M | +6.4% | -9.7% | +16.1% | +10.2% |
| 6M | -1.9% | +6.7% | -8.6% | -4.9% |
| YTD | +21.5% | +15.2% | +6.3% | +13.6% |
| 1Y | +24.3% | +28.8% | -4.5% | +11.1% |
| 3Y | +91.8% | +190.1% | -98.2% | +20.0% |
| 5Y | +78.4% | +63.4% | +15.0% | +35.9% |
| All | +205.4% | +162.9% | +42.6% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling