+46.9%
IR vs CFG
+66.4%
-19.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.4% |
| 7D | +1.1% | -0.8% | +1.9% | +1.5% |
| 30D | +7.6% | +3.1% | +4.4% | +5.9% |
| 3M | +0.1% | -9.7% | +9.8% | +5.2% |
| 6M | +14.0% | +6.7% | +7.2% | +10.1% |
| YTD | +7.5% | +15.2% | -7.7% | +0.2% |
| 1Y | +10.1% | +28.8% | -18.6% | -2.7% |
| 3Y | +24.9% | +190.1% | -165.2% | -25.9% |
| 5Y | +46.9% | +63.4% | -16.5% | +15.1% |
| All | +46.9% | +66.4% | -19.6% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling