+44.1%
IR vs CFG
+61.2%
-17.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.9% |
| 7D | +3.7% | -0.9% | +4.6% | +4.1% |
| 30D | +7.4% | +1.1% | +6.4% | +6.8% |
| 3M | -5.9% | -12.0% | +6.1% | +0.1% |
| 6M | +5.6% | -2.2% | +7.8% | +6.6% |
| YTD | +4.8% | +11.4% | -6.6% | -0.6% |
| 1Y | +6.9% | +27.8% | -20.9% | -5.1% |
| 3Y | +27.6% | +173.3% | -145.7% | -22.0% |
| All | +44.1% | +61.2% | -17.1% | +13.1% |
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