-6.2%
DOW vs CFG
+153.5%
-159.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.9% |
| 7D | -9.4% | +0.3% | -9.7% | -9.6% |
| 30D | +8.9% | +3.2% | +5.7% | +7.0% |
| 3M | +6.7% | -9.7% | +16.4% | +11.7% |
| 6M | -14.2% | +3.6% | -17.8% | -17.3% |
| YTD | +36.9% | +14.7% | +22.2% | +24.0% |
| 1Y | +45.8% | +29.6% | +16.2% | +23.9% |
| 3Y | -23.9% | +190.6% | -214.5% | -58.8% |
| 5Y | -30.8% | +67.1% | -97.8% | -51.9% |
| All | -6.2% | +153.5% | -159.7% | -49.6% |
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