+556.5%
MAR vs CFG
+360.2%
+196.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | -1.2% |
| 7D | +0.2% | +0.3% | -0.1% | 0.0% |
| 30D | +14.0% | +3.2% | +10.8% | +12.3% |
| 3M | +18.1% | -9.7% | +27.8% | +23.6% |
| 6M | +18.6% | +3.6% | +15.0% | +15.7% |
| YTD | +35.3% | +14.7% | +20.6% | +25.4% |
| 1Y | +44.5% | +29.6% | +14.9% | +26.2% |
| 3Y | +120.7% | +190.6% | -69.9% | +27.3% |
| 5Y | +164.1% | +67.1% | +97.0% | +92.8% |
| 10Y | +515.5% | +237.0% | +278.5% | +195.6% |
| All | +556.5% | +360.2% | +196.3% | +177.4% |
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