+606.0%
GH vs CFG
+182.2%
+423.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.3% | +3.6% |
| 7D | -7.0% | +0.3% | -7.3% | -7.0% |
| 30D | -5.2% | +3.2% | -8.4% | -6.8% |
| 3M | -5.8% | -9.7% | +4.0% | -0.5% |
| 6M | +65.9% | +3.6% | +62.3% | +61.5% |
| YTD | +55.5% | +14.7% | +40.8% | +42.1% |
| 1Y | +64.2% | +29.6% | +34.6% | +39.5% |
| 3Y | +606.0% | +190.6% | +415.5% | +234.5% |
| All | +606.0% | +182.2% | +423.8% | +234.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling