+57.4%
MAR vs CFG
+34.2%
+23.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | +1.1% |
| 7D | +7.7% | +1.8% | +6.0% | +7.0% |
| 30D | +19.4% | +3.3% | +16.1% | +17.8% |
| 3M | +23.3% | -9.8% | +33.2% | +28.3% |
| 6M | +22.8% | +5.2% | +17.7% | +18.4% |
| YTD | +37.8% | +16.1% | +21.7% | +24.9% |
| 1Y | +57.4% | +33.7% | +23.7% | +29.0% |
| All | +57.4% | +34.2% | +23.1% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling