+15.9%
D vs CFG
+28.3%
-12.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -1.4% | +3.2% | -4.6% | -1.7% |
| 30D | +7.7% | +5.1% | +2.6% | +7.2% |
| 3M | -0.3% | -11.2% | +11.0% | +0.6% |
| 6M | +10.1% | +9.6% | +0.5% | +9.6% |
| YTD | +19.1% | +15.0% | +4.1% | +20.8% |
| 1Y | +15.9% | +29.9% | -14.0% | +20.9% |
| All | +15.9% | +28.3% | -12.4% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling