+132.4%
HOOD vs CFG
+79.8%
+52.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +3.9% |
| 7D | -4.8% | -0.9% | -3.9% | -4.0% |
| 30D | -26.1% | +1.1% | -27.2% | -26.5% |
| 3M | -10.8% | -12.0% | +1.2% | -1.9% |
| 6M | +2.4% | -2.2% | +4.6% | +3.2% |
| YTD | -28.5% | +11.4% | -39.9% | -34.6% |
| 1Y | -36.3% | +27.8% | -64.2% | -47.4% |
| 3Y | +743.7% | +173.3% | +570.4% | +338.2% |
| 5Y | +118.6% | +62.4% | +56.2% | +54.0% |
| All | +132.4% | +79.8% | +52.5% | +71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling