+11.9%
IR vs CFG
+180.9%
-169.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -2.8% | +1.5% | -4.4% | -3.6% |
| 30D | -15.1% | -3.8% | -11.3% | -13.4% |
| 3M | +6.1% | +11.5% | -5.4% | +0.2% |
| 6M | -16.8% | +19.2% | -36.0% | -23.9% |
| YTD | -3.5% | +23.7% | -27.2% | -13.4% |
| 1Y | -3.5% | +38.8% | -42.3% | -18.2% |
| All | +11.9% | +180.9% | -169.0% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling