+133.6%
HOOD vs CFG
+84.3%
+49.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.1% |
| 7D | -5.1% | +0.7% | -5.8% | -5.4% |
| 30D | -25.4% | +2.8% | -28.2% | -26.7% |
| 3M | -14.0% | -10.1% | -3.9% | -6.9% |
| 6M | +5.6% | +3.2% | +2.4% | +2.2% |
| YTD | -28.1% | +14.2% | -42.3% | -35.5% |
| 1Y | -40.1% | +27.4% | -67.6% | -50.4% |
| 3Y | +888.2% | +187.6% | +700.6% | +396.0% |
| 5Y | +135.8% | +65.7% | +70.1% | +63.4% |
| All | +133.6% | +84.3% | +49.2% | +68.9% |
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 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