+189.0%
EXC vs CFG
+347.0%
-158.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.8% |
| 7D | -1.2% | -0.9% | -0.3% | -1.0% |
| 30D | +10.0% | +1.1% | +8.9% | +9.7% |
| 3M | +1.6% | -12.0% | +13.6% | +4.1% |
| 6M | +3.3% | -2.2% | +5.5% | +3.5% |
| YTD | +7.6% | +11.4% | -3.8% | +4.5% |
| 1Y | +3.5% | +27.8% | -24.4% | -2.4% |
| 3Y | +27.7% | +173.3% | -145.6% | -0.9% |
| 5Y | +41.1% | +62.4% | -21.3% | +20.4% |
| 10Y | +178.2% | +249.6% | -71.4% | +76.7% |
| All | +189.0% | +347.0% | -158.0% | +74.5% |
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 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