+41.6%
D vs CFG
+242.7%
-201.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | +3.0% | -0.9% | +3.9% | +3.1% |
| 30D | +11.5% | +1.1% | +10.4% | +11.3% |
| 3M | +3.7% | -12.0% | +15.7% | +5.8% |
| 6M | +13.5% | -2.2% | +15.8% | +13.8% |
| YTD | +20.7% | +11.4% | +9.3% | +18.2% |
| 1Y | +18.2% | +27.8% | -9.6% | +13.1% |
| 3Y | +73.3% | +173.3% | -100.0% | +43.6% |
| 5Y | +12.3% | +62.4% | -50.2% | -0.8% |
| All | +41.6% | +242.7% | -201.1% | +25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling