+48.4%
D vs CFG
+224.4%
-176.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.6% |
| 7D | -2.4% | -0.8% | -1.6% | -2.3% |
| 30D | +9.0% | +3.1% | +5.9% | +8.4% |
| 3M | +1.0% | -9.7% | +10.7% | +2.6% |
| 6M | +11.0% | +6.7% | +4.3% | +9.6% |
| YTD | +19.8% | +15.2% | +4.6% | +16.6% |
| 1Y | +16.0% | +28.8% | -12.8% | +10.7% |
| 3Y | +74.4% | +190.1% | -115.7% | +42.5% |
| 5Y | +13.5% | +63.4% | -49.8% | 0.0% |
| 10Y | +48.4% | +219.8% | -171.4% | +20.6% |
| All | +48.4% | +224.4% | -176.1% | +20.6% |
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