+23.5%
HPQ vs CFG
+28.3%
-4.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.0% | +1.5% |
| 7D | +3.2% | +3.2% | 0.0% | +2.2% |
| 30D | -3.6% | +5.1% | -8.7% | -4.6% |
| 3M | -5.3% | -11.2% | +6.0% | -3.2% |
| 6M | +41.1% | +9.6% | +31.6% | +38.4% |
| YTD | +36.9% | +15.0% | +21.9% | +30.1% |
| 1Y | +23.5% | +29.9% | -6.3% | +6.3% |
| All | +23.5% | +28.3% | -4.8% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling