+237.0%
HOOD vs CFG
+97.5%
+139.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.1% |
| 7D | +13.4% | +2.7% | +10.7% | +11.4% |
| 30D | +25.8% | -3.7% | +29.5% | +29.2% |
| 3M | +38.0% | +9.5% | +28.5% | +27.9% |
| 6M | +52.2% | +22.2% | +30.0% | +29.9% |
| YTD | +3.7% | +22.3% | -18.6% | -11.7% |
| 1Y | +0.1% | +39.4% | -39.4% | -22.7% |
| 3Y | +992.6% | +188.5% | +804.1% | +439.1% |
| 5Y | +193.0% | +101.5% | +91.4% | +95.2% |
| All | +237.0% | +97.5% | +139.5% | +131.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling