+67.3%
F vs CFG
+216.2%
-148.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -3.1% | +3.2% | -6.3% | -4.7% |
| 30D | 0.0% | +5.1% | -5.1% | -2.6% |
| 3M | -13.2% | -11.2% | -2.0% | -7.8% |
| 6M | -10.2% | +9.6% | -19.8% | -15.0% |
| YTD | -4.9% | +15.0% | -19.9% | -12.7% |
| 1Y | -6.1% | +29.9% | -35.9% | -19.2% |
| 3Y | +46.0% | +192.1% | -146.1% | -21.0% |
| 5Y | -15.7% | +62.3% | -78.0% | -38.8% |
| All | +67.3% | +216.2% | -148.9% | -19.4% |
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