+231.7%
CTVA vs CFG
+182.3%
+49.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +4.9% | +1.5% | +3.4% | +4.3% |
| 30D | +11.9% | -3.8% | +15.8% | +13.5% |
| 3M | +13.7% | +11.5% | +2.2% | +8.7% |
| 6M | +13.1% | +19.2% | -6.0% | +5.0% |
| YTD | +32.0% | +23.7% | +8.2% | +20.3% |
| 1Y | +22.1% | +38.8% | -16.8% | +6.1% |
| 3Y | +77.5% | +178.9% | -101.4% | +13.0% |
| 5Y | +106.3% | +101.8% | +4.5% | +43.9% |
| All | +231.7% | +182.3% | +49.3% | +83.4% |
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