+709.2%
MA vs CFG
+396.4%
+312.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.7% | +1.5% | -4.2% | -3.2% |
| 30D | +1.5% | -3.8% | +5.4% | +2.8% |
| 3M | +20.4% | +11.5% | +8.9% | +15.8% |
| 6M | +11.1% | +19.2% | -8.0% | +4.1% |
| YTD | +2.0% | +23.7% | -21.7% | -5.9% |
| 1Y | -2.2% | +38.8% | -41.0% | -13.4% |
| 3Y | +41.9% | +178.9% | -137.0% | -4.9% |
| 5Y | +75.4% | +101.8% | -26.4% | +28.8% |
| 10Y | +527.5% | +317.3% | +210.3% | +212.3% |
| All | +709.2% | +396.4% | +312.8% | +283.4% |
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 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