+415.4%
MAR vs CFG
+313.6%
+101.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.8% |
| 7D | -1.7% | +2.7% | -4.4% | -3.0% |
| 30D | -6.9% | -3.7% | -3.2% | -5.3% |
| 3M | -15.8% | +9.5% | -25.3% | -19.8% |
| 6M | +1.9% | +22.2% | -20.3% | -8.0% |
| YTD | +6.6% | +22.3% | -15.7% | -4.2% |
| 1Y | +23.7% | +39.4% | -15.8% | +4.0% |
| 3Y | +64.6% | +188.5% | -123.9% | -6.4% |
| 5Y | +156.4% | +101.5% | +54.8% | +68.7% |
| 10Y | +415.4% | +308.6% | +106.7% | +141.6% |
| All | +415.4% | +313.6% | +101.8% | +141.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling