+106.0%
INFY vs CFG
+390.8%
-284.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.6% |
| 7D | -7.2% | +2.7% | -9.9% | -7.9% |
| 30D | -11.2% | -3.7% | -7.5% | -10.4% |
| 3M | -7.4% | +9.5% | -16.9% | -9.7% |
| 6M | -21.3% | +22.2% | -43.5% | -25.6% |
| YTD | -36.2% | +22.3% | -58.5% | -39.7% |
| 1Y | -31.3% | +39.4% | -70.7% | -37.3% |
| 3Y | -31.1% | +188.5% | -219.6% | -49.1% |
| 5Y | -44.9% | +101.5% | -146.4% | -56.3% |
| 10Y | +83.1% | +308.6% | -225.6% | +7.9% |
| All | +106.0% | +390.8% | -284.8% | +15.5% |
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