+537.5%
MAR vs CFG
+230.2%
+307.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.9% |
| 7D | +2.9% | +0.7% | +2.2% | +2.5% |
| 30D | +17.0% | +2.8% | +14.3% | +15.5% |
| 3M | +23.2% | -10.1% | +33.2% | +29.3% |
| 6M | +21.7% | +3.2% | +18.6% | +19.0% |
| YTD | +38.9% | +14.2% | +24.7% | +28.6% |
| 1Y | +48.7% | +27.4% | +21.3% | +30.4% |
| 3Y | +122.9% | +187.6% | -64.7% | +26.7% |
| 5Y | +177.5% | +65.7% | +111.8% | +101.5% |
| 10Y | +537.5% | +219.7% | +317.9% | +210.1% |
| All | +537.5% | +230.2% | +307.4% | +210.1% |
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