+75.2%
D vs CFG
+182.2%
-107.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -0.9% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +10.7% | +3.2% | +7.5% | +10.2% |
| 3M | +2.3% | -9.7% | +12.0% | +3.6% |
| 6M | +12.5% | +3.6% | +8.9% | +11.8% |
| YTD | +20.1% | +14.7% | +5.4% | +17.6% |
| 1Y | +15.6% | +29.6% | -14.0% | +11.2% |
| 3Y | +75.2% | +190.6% | -115.4% | +31.5% |
| All | +75.2% | +182.2% | -107.0% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling