+78.9%
INFY vs CFG
+316.8%
-238.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.2% | +1.1% |
| 7D | -5.4% | -0.4% | -5.0% | -5.3% |
| 30D | -9.9% | -4.6% | -5.2% | -8.8% |
| 3M | -4.6% | +6.7% | -11.2% | -6.3% |
| 6M | -18.5% | +22.1% | -40.6% | -22.9% |
| YTD | -36.5% | +23.2% | -59.7% | -40.1% |
| 1Y | -32.8% | +40.3% | -73.0% | -38.7% |
| 3Y | -32.2% | +187.9% | -220.1% | -49.8% |
| 5Y | -44.7% | +102.0% | -146.6% | -56.0% |
| All | +78.9% | +316.8% | -238.0% | +26.8% |
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