+121.0%
GOOG vs CFG
+191.5%
-70.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +3.0% | +3.2% | -0.2% | +2.2% |
| 30D | -14.9% | +5.1% | -20.0% | -16.0% |
| 3M | -14.9% | -11.2% | -3.7% | -12.4% |
| 6M | -26.6% | +9.6% | -36.2% | -28.6% |
| YTD | -6.6% | +15.0% | -21.6% | -10.6% |
| 1Y | +5.1% | +29.9% | -24.8% | -2.6% |
| 3Y | +121.0% | +192.1% | -71.1% | +81.9% |
| All | +121.0% | +191.5% | -70.5% | +81.9% |
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 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