+336.0%
IR vs CFG
+156.9%
+179.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +2.5% | +3.2% | -0.7% | +0.9% |
| 30D | +9.2% | +5.1% | +4.0% | +6.4% |
| 3M | +0.9% | -11.2% | +12.2% | +6.9% |
| 6M | +19.2% | +9.6% | +9.7% | +13.8% |
| YTD | +7.5% | +15.0% | -7.5% | +0.3% |
| 1Y | +11.7% | +29.9% | -18.1% | -1.8% |
| 3Y | +23.9% | +192.1% | -168.2% | -28.3% |
| 5Y | +46.4% | +62.3% | -15.9% | +9.4% |
| All | +336.0% | +156.9% | +179.1% | +140.0% |
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 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