+30.5%
MET vs CFG
+27.4%
+3.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | +2.1% | +1.6% | +0.5% | +1.3% |
| 30D | +1.8% | +3.3% | -1.5% | +0.2% |
| 3M | +6.0% | -11.5% | +17.6% | +12.6% |
| 6M | +31.1% | +6.2% | +24.9% | +25.4% |
| YTD | +32.6% | +14.3% | +18.3% | +21.7% |
| 1Y | +30.5% | +26.7% | +3.7% | +12.9% |
| All | +30.5% | +27.4% | +3.0% | +12.9% |
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