+70.1%
MA vs CFG
+187.2%
-117.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.8% | +0.7% | +1.1% | +1.6% |
| 30D | +11.8% | +2.8% | +9.1% | +11.1% |
| 3M | +17.2% | -10.1% | +27.3% | +20.0% |
| 6M | +33.4% | +3.2% | +30.2% | +32.1% |
| YTD | +16.1% | +14.2% | +2.0% | +12.1% |
| 1Y | +19.9% | +27.4% | -7.5% | +12.7% |
| 3Y | +70.1% | +187.6% | -117.5% | +47.4% |
| All | +70.1% | +187.2% | -117.2% | +47.4% |
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