+34.7%
D vs CFG
+324.8%
-290.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +1.5% | +1.5% | -0.1% | +1.2% |
| 30D | -2.6% | -3.8% | +1.2% | -2.0% |
| 3M | 0.0% | +11.5% | -11.5% | -1.8% |
| 6M | +7.4% | +19.2% | -11.8% | +4.2% |
| YTD | +15.9% | +23.7% | -7.8% | +11.6% |
| 1Y | +18.1% | +38.8% | -20.7% | +11.5% |
| 3Y | +58.4% | +178.9% | -120.5% | +30.8% |
| 5Y | +5.2% | +101.8% | -96.6% | -10.2% |
| All | +34.7% | +324.8% | -290.1% | +3.2% |
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