+53.9%
F vs CFG
+101.4%
-47.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +5.3% | +1.5% | +3.8% | +4.5% |
| 30D | +4.6% | -3.8% | +8.4% | +6.7% |
| 3M | -3.7% | +11.5% | -15.1% | -9.7% |
| 6M | +16.8% | +19.2% | -2.4% | +5.1% |
| YTD | +15.3% | +23.7% | -8.4% | +1.2% |
| 1Y | +31.0% | +38.8% | -7.8% | +7.5% |
| 3Y | +45.4% | +178.9% | -133.5% | -24.0% |
| All | +53.9% | +101.4% | -47.4% | +0.3% |
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