-35.3%
DOW vs CFG
+189.1%
-224.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | -2.4% | +1.5% | -3.9% | -3.0% |
| 30D | +0.4% | -3.8% | +4.2% | +1.8% |
| 3M | -14.4% | +11.5% | -25.9% | -19.0% |
| 6M | -7.0% | +19.2% | -26.2% | -15.5% |
| YTD | +30.2% | +23.7% | +6.5% | +15.8% |
| 1Y | +29.2% | +38.8% | -9.6% | +8.4% |
| All | -35.3% | +189.1% | -224.4% | -60.0% |
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