+48.3%
D vs CFG
+230.2%
-181.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +2.4% | +0.7% | +1.7% | +2.3% |
| 30D | +10.9% | +2.8% | +8.1% | +10.4% |
| 3M | +2.8% | -10.1% | +12.9% | +4.6% |
| 6M | +12.7% | +3.2% | +9.5% | +11.9% |
| YTD | +20.3% | +14.2% | +6.1% | +17.3% |
| 1Y | +17.1% | +27.4% | -10.3% | +12.0% |
| 3Y | +75.1% | +187.6% | -112.4% | +43.4% |
| 5Y | +13.1% | +65.7% | -52.6% | -0.6% |
| 10Y | +48.3% | +219.7% | -171.4% | +21.6% |
| All | +48.3% | +230.2% | -181.9% | +21.6% |
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 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