+319.4%
IR vs CFG
+151.3%
+168.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.4% | -1.2% |
| 7D | +2.3% | -2.2% | +4.5% | +3.4% |
| 30D | +3.3% | +0.4% | +2.9% | +3.1% |
| 3M | -9.0% | -12.6% | +3.5% | -3.0% |
| 6M | +8.0% | +0.6% | +7.4% | +7.5% |
| YTD | +3.4% | +12.4% | -9.1% | -2.4% |
| 1Y | +4.5% | +27.7% | -23.2% | -7.4% |
| 3Y | +25.6% | +172.4% | -146.8% | -24.8% |
| 5Y | +43.8% | +64.0% | -20.1% | +6.9% |
| All | +319.4% | +151.3% | +168.1% | +133.5% |
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