+817.7%
MA vs CFG
+351.2%
+466.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -1.4% |
| 7D | +3.2% | -2.2% | +5.3% | +4.0% |
| 30D | +15.9% | +0.4% | +15.6% | +15.8% |
| 3M | +15.2% | -12.6% | +27.7% | +20.4% |
| 6M | +32.4% | +0.6% | +31.8% | +31.6% |
| YTD | +15.6% | +12.4% | +3.2% | +10.2% |
| 1Y | +19.3% | +27.7% | -8.4% | +8.7% |
| 3Y | +73.0% | +172.4% | -99.4% | +17.1% |
| 5Y | +93.7% | +64.0% | +29.8% | +53.3% |
| 10Y | +575.0% | +252.8% | +322.1% | +257.1% |
| All | +817.7% | +351.2% | +466.6% | +348.8% |
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