-4.9%
DOW vs CFG
+146.3%
-151.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -9.5% | -0.9% | -8.6% | -9.2% |
| 30D | +13.1% | +1.1% | +12.0% | +12.3% |
| 3M | +4.8% | -12.0% | +16.8% | +11.2% |
| 6M | -16.7% | -2.2% | -14.4% | -17.2% |
| YTD | +38.9% | +11.4% | +27.5% | +27.7% |
| 1Y | +48.3% | +27.8% | +20.4% | +26.9% |
| 3Y | -24.4% | +173.3% | -197.7% | -57.7% |
| 5Y | -29.2% | +62.4% | -91.6% | -50.1% |
| All | -4.9% | +146.3% | -151.2% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling