-15.8%
F vs CFG
+61.2%
-77.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.2% |
| 7D | +1.6% | -0.9% | +2.4% | +2.1% |
| 30D | +2.6% | +1.1% | +1.6% | +2.0% |
| 3M | -8.8% | -12.0% | +3.2% | -2.5% |
| 6M | +4.6% | -2.2% | +6.9% | +4.9% |
| YTD | -1.9% | +11.4% | -13.3% | -8.9% |
| 1Y | -0.8% | +27.8% | -28.6% | -14.7% |
| 3Y | +43.5% | +173.3% | -129.8% | -24.1% |
| All | -15.8% | +61.2% | -77.0% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling