+67.5%
F vs CFG
+396.4%
-328.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.6% |
| 3M | -3.7% | +11.5% | -15.1% | -9.3% |
| 6M | +16.8% | +19.2% | -2.4% | +6.0% |
| YTD | +15.3% | +23.7% | -8.4% | +2.3% |
| 1Y | +31.0% | +38.8% | -7.8% | +9.3% |
| 3Y | +45.4% | +178.9% | -133.5% | -18.2% |
| 5Y | +54.7% | +101.8% | -47.1% | +1.6% |
| 10Y | +98.2% | +317.3% | -219.0% | -15.4% |
| All | +67.5% | +396.4% | -328.9% | -33.9% |
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