+429.6%
MAR vs CFG
+396.4%
+33.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -4.2% | +1.5% | -5.7% | -4.8% |
| 30D | -6.7% | -3.8% | -2.8% | -5.0% |
| 3M | -12.5% | +11.5% | -24.0% | -17.2% |
| 6M | +0.6% | +19.2% | -18.6% | -8.0% |
| YTD | +9.1% | +23.7% | -14.6% | -2.2% |
| 1Y | +26.2% | +38.8% | -12.6% | +6.7% |
| 3Y | +68.2% | +178.9% | -110.8% | -1.4% |
| 5Y | +163.9% | +101.8% | +62.1% | +75.4% |
| 10Y | +420.6% | +317.3% | +103.3% | +129.3% |
| All | +429.6% | +396.4% | +33.2% | +116.3% |
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