+69.0%
F vs CFG
+224.4%
-155.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | -2.1% | -0.8% | -1.4% | -1.8% |
| 30D | +3.3% | +3.1% | +0.2% | +1.6% |
| 3M | -11.3% | -9.7% | -1.6% | -6.7% |
| 6M | +5.3% | +6.7% | -1.4% | +0.9% |
| YTD | -2.2% | +15.2% | -17.4% | -10.3% |
| 1Y | -3.5% | +28.8% | -32.3% | -16.6% |
| 3Y | +49.5% | +190.1% | -140.5% | -18.7% |
| 5Y | -13.5% | +63.4% | -76.9% | -37.4% |
| 10Y | +69.0% | +219.8% | -150.7% | -16.6% |
| All | +69.0% | +224.4% | -155.4% | -16.6% |
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