+88.5%
MA vs CFG
+61.7%
+26.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +1.3% | +3.2% | -1.9% | +0.4% |
| 30D | +9.6% | +5.1% | +4.5% | +8.0% |
| 3M | +16.8% | -11.2% | +28.0% | +20.8% |
| 6M | +35.2% | +9.6% | +25.6% | +31.2% |
| YTD | +16.6% | +15.0% | +1.6% | +11.1% |
| 1Y | +19.8% | +29.9% | -10.1% | +10.0% |
| 3Y | +70.7% | +192.1% | -121.4% | +18.4% |
| All | +88.5% | +61.7% | +26.8% | +63.2% |
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