+133.6%
GOOG vs CFG
+101.5%
+32.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +1.1% | +2.7% | -1.6% | +0.3% |
| 30D | -5.1% | -3.7% | -1.4% | -4.1% |
| 3M | -7.1% | +9.5% | -16.6% | -9.7% |
| 6M | +12.7% | +22.2% | -9.6% | +5.9% |
| YTD | +7.1% | +22.3% | -15.2% | +0.3% |
| 1Y | +43.6% | +39.4% | +4.2% | +29.1% |
| 3Y | +146.8% | +188.5% | -41.7% | +74.3% |
| All | +133.6% | +101.5% | +32.2% | +87.0% |
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